It's summertime. Usually a very slow time for television, but I use summer as a time to catch up on shows I never saw or series I just missed. I do this four different ways.
1. Recorded on my PVR - I use Beyond TV to record shows and many times entire series that look promising. Unless I'm really intrigued by a show like I was for Heroes, I usually record new series with my PVR and don't watch until I've heard good reviews. On many new series, I don't even start watching until I know they've picked up the next season. I do this because I don't want to get stuck watching a series like "Kidnapped" just to see the network exec's cancel the show right in the middle of the story.
2. Rent DVD's - I'll use netflix or redbox to catch up on entire series. I watched the entire season one of 24 right before season two started and have been hooked ever since. Another show I watched this way was Alias. Davis Freeberg blogged about watching 24 in 24 hours last month.
3. Watch TV Shows Online - I'm actually trying this method over the summer. I watched the first two episodes of "the Tudors" on Netflix Watch-Now and it was a pleasant experience. The trouble with watching TV shows online is finding full, legal episodes. There are several sources of online tv shows - I posted How to find legal, full episodes of TV shows online in a recent weblog post.