And then something odd happened. David Lynch made a TV series called Twin Peaks which had—along with crazy stuff like little people with backmasked voices in dream sequences (woooh! Isn't it wacky! And a woman with a pet log! The man is a genius!)—a story arc that ran across the entire run of the show. This kind of thing had previously been unpopular with the networks as it meant that episodes couldn't be shown out of order. A few years later The X-Files sort of dabbled with this idea with their Smoking Man subplot but they concentrated on more of the “Well obviously, Mulder, he killed her because of the inheritance” “But, Scully, what if it was actually a hyper-intelligent, super-evolved form of waterlily” kind of episodes.
And now the Twin Peaks school has grown into cool shit like 24 and Deadwood where there is almost no division between episodes. It's as though you're watching a movie that lasts for the entire winter, it rocks. You can watch an actual movie and it'll last for an hour and a half (although these days it's often closer to three hours. While I am being all archeological, I date this trend back to Dances With Wolves. That flick has a lot to answer for) but hire, say, a series of West Wing on DVD and you're entertained for weeks. TV is great.
What other cool things are there to see? Anything with Ricky Gervais in it. Anything Joss Whedon does. What else?