Must say, I have never watched a regular season episode and can't imagine how I could. Didn't even get involved until after season four. Bought all four seasons, watched em over a week or so of dark snow days, then waited.
Bought season 5 the day it released, watched it over a 2 day period and am now current. Will wait for this time next year to see season 6.
We got Tivo because I don't want to wait till season 6 comes out on dvd, by then I'm bound to read somewhere an article or someone's post that gives away some of the surprise.