"The Weird Al Show" only lasted for 13 episodes. I think the biggest reason for this is that the audience for such a show was probably rather small to begin with and the network's moving the show around didn't help any. Now I like Weird Al--and even went to his concert a few months back. BUT, his weird and surreal humor just isn't the sort of thing that will appeal to most adults. And, as far as kids go, it would appeal to the strange kids out there (like me when I was young) but just couldn't compete with corporate programming. It was was too different and filled with bizarre skits and unusual guest stars--much of which would have gone over the heads of many kids.
My feeling is that before you try watching the show, get copy of Al's "UHF". It's somewhat like the show but with more polish and the skits are far less hit or miss. Then, once you know whether or not you like this sort of strange humor, find the DVDs and watch away. Overall a very good show but a definite niche show.
