амазонка is your best bet for all things Saddle Club. Though Ты might get lucky on eBay too! Either way, I definitely think internet shopping is the way to go.
In the UK Ты can get seasons 1 and 2 on DVD (2 parts for season 1 and 3 parts for season 2 I think). Got a feeling Ты can get each one as a "complete season" in region 1 though.
The Музыка CDs can be bought as MP3s from Amazon. That's one thing I am certain of!
I've also seen quite a lot of the Книги on амазонка at very low prices, if you're interested in those.