I've watched it all, volume (season) 3 will be up on September with an awesome 3 hour episode! I download them. But on Greek TV it's still on volume 1. It's on for the second time this year.
Yup! There are graphic novels, too, they fill the story (what's going on while other things were shown in the series), and tell the story of some people that are not viewed in the series but they are related, like Thompson's son (Thomson was the guy that worked with Bennet at the company at volume 1 and he was supposed to protect Molly, but Bennet killed him).
In the beginning it's the story of the Heroes shown in the show, but then more and interesting characters show up. It also explain the past of some Heroes, like Linderman and Petrelli, Peter's and Nathan's father