By the way, do you know if the remainder of the series was an actual 3rd season? Or was it an OAV? Or both? I've been told all three but was never able to verify. And thanks for answering all my questions
According to the wikipedia article, there were three TV seasons and a 5 episode OVA:
Season one originally aired from April 3, 2004 through Feb 12, 2005 - 39 episodes
Season two originally aired from April 2, 2005 through Feb 26, 2006 - 39 episodes
The five OVA episodes were released between October 2007 and March 2008, and
Season three originally aired from April 3, 2008 through Feb 19, 2009 - 39 episodes
Unfortunately, I've never seen the series either, so I can't comment on how much of it was released here, and how much wasn't. I'm sure that you can figure that out, though, given the information above.