DVD releases of shows are good for that. Don't take up HDD space on the DVR, can be put in whenever.

Plus, DVDs don't require cable or even broadcast access, and so are perfect for folks who don't have them (my apartment. The two TVs, three when we change roommates, are strictly for video games).

Know what you mean, though. There are so many other things one can do with 24hrs in a day than watch TV.