If you have a sky box hooked up to the interweb you can download complete series, like me
But as far as favorite tv shows goes, they all seem to be HBO based, The Sopranos was great but some eps were a bit hit and miss, Game of Thrones was a real game changer in that everyone loves it, The Wire was great for series 1, 2 and 3 but sort of lost it's momentum in series 4 and doesn't seem to have caught up in series 5 either.
Boardwalk Empire just goes from strength to strength, season 3 being particularly topsy turvy with it's "Woah!!! where did THAT come from!!!!" moments
I also enjoyed Prison Break, although it did seem very far fetched at times, and although I didn't really get the who underlying theme, there were some touching moments in there, particularly in the last episode where everything came together.
Lost I watched for the first series and then just gave up on it.
And finally, for this post in any case, I've got to mention Friends and The Simpsons, even though they may not technically be everyones cup of tea, I can't say I've not seen at least 95% of the episodes and everyone of them can be watched again and again