After we got a Roku, my wife and I watched Dexter, then Breaking Bad, then Sons of Anarchy, then Walking Dead until we got caught up. (One series at a time, not simultaneously or overlapping.)
Discovered Firefly, as well. Are currently going through the Dead Zone. By contrast, we got in on the ground floor with GoT, Homeland, and Falling Skies (and Flash Forward, unfortunately).
There's definitely something to be said for cramming seasons into back-to-back-to-back watching sessions. You get spoiled, though. You go from not even having to wait a week for your next fix to "HOW MANY MONTHS until the new season starts?!!!"
The two lessons I take away are:
1) technology really has changed the TV watching experience... from VCR timeshifting to DVRs to On Demand video, it really has evolved.
2) the former "major broadcast networks" really lost the bubble on providing the most compelling TV content