I have started to buy the DVD's of shows I want to watch but don't have the ability to when they air.
For example I have ordered the 5th season of the Sopranos and the first season of Lost. I also have all the other Soprano seasons as well as shows like Band of Brothers.
I also watched the Amazing race and Survivor live on TV. They were about the only shows I made a point of watching. The commercials bug me but they are a chance to go and get a drink or whatever. I think the networks should run one 15 second ad every few minutes and at least people would see the ads. When they run a block of ads I am sure most people mute them or leave or channel surf. Sucks for the advertisers.
BTW if you go to CBS.com you can see exactly how the amazing race and survivor turned out. They have an episode by episode synapsis.