If you miss your show, do you know you can watch it online? Last year, most major networks started allowing you to watch full seasons from their website. You can choose your episode, pause, and even rewind. Just like TiVo! Generally, they become available the morning after the broadcast. Unfortunately, some still have commercials.
http://www.hulu.com/ is a neat site that has tried to make a portal to each network. A single resource that is, to view any episode. They don’t have everything, but an easy place to start. If you can’t find what you’re looking for, each network has their own link for watching online: