Another step I took, so as not to miss new shows, was to set up a filter that will download all first season, first episodes of a any show. This way we can watch a new show when it comes out and decide if we want to get future episodes if we liked it.
I recommend Azureus, its a great bittorrent client, and I've toyed with the automated TV download plugins -- however I've found that just manually downloading content is easiest for me. Usually when a season is over you can find someone whos put the whole season in a single package, and its easiest to simply download entire seasons at a go. (Also, this makes it nice because you don't have to wait for the next episode -- you've got the whole season to watch whenever you have time.)