There are 40 volumes total. Really thick volumes, too. It takes up nearly an entire bookshelf in my house, between fanbooks and novels and those massive Young Magazine tankoubans. XD I cried and cried when it ended, but at least I can stop moving my shelves around to accomodate it!
I haven't picked up any of the new English volumes, but the old Dark Horse ones were pretty impressive considering... they even redrew Yakumo's "Wu" symbol in every panel so it was facing the proper direction when they flipped it. That's patience. o_o I've seen the new volumes in Barnes & Noble, so I imagine its available in many bookstores' manga sections.
I have had wonderful experiences with Amazon Japan, http://www.amazon.co.jp,
their service is great and their selection is wonderful. But shipping those heavy books will never be cheap, I'm afraid... Sasuga is wonderful about special orders, even if it takes them a while to get the items to you.
offers translations & summaries of the later volumes (the Sazan Eyes Digest hasn't been updated in years, last time I checked), plus he's a Haan and Yohko fan so I have to give him love for that alone.