its a really good series. I just heard about it recently too, and i went through season 1 in 2 days. Season 2 just started recently, i think its on episode 3. Its on Showtime, i think. I watch it on TMNOnDemand, here in Canada =) DVD season 1 recently came out.
Im gonna cop the books too. People say the books are much better, as usual.
The books are Darkly Dreaming Dexter, and Dearly Devoted Dexter. There's a 3rd book came out on sept 18, 2007 called Dexter In The Dark