I'm sure you've heard of TiVo, the service that lets you control your TV. Perhaps you didn't know that you don't need TiVo to do this - you just need a DVR (digital video recorder). The DVR is actually the heart of the system; recording what you watch automatically and allowing you to rewind at anytime. In addition, the DVR allows you to record programs you are not watching and view them later (time-shifting) and, this is the best part; avoid commercials by hitting the 30-sec advance button and gleefully skipping past them. This is "empowered" TV watching, and once you try it you will not want to watch without it.
As commercials gradually took over TV, watching became a painful experience. TV commercials are the "spam" of TV, but we seem to accept them as a necessary evil. Cable and HBO type channels provide a subscription alternative to advertising, but believe me, there are parts of these that you will want to skip as well. A 30-minute show can easily be watched in 20 minutes. A football game, with its 30-sec play clock, can be watched in one hour rather that 3. All of that commentator bs is gone!
The only thing TiVo adds is a service that will monitor what you watch and try to find additional similar material to record for you. The "monitoring" part is unnecessary and, to some, undesirable. (This is how they were able to announce within hours that over 3 million viewers had "TiVoed" Janet Jackson's breast). Your DVR can be purchased or rented from your cable or dish provider, and there is no additional monthly fee. If High Definition TV is available in your area, there are even HDTV DVRs.
DVRs come with different storage capacities, measured in hours of TV. Mine stores 60 hours and cost $200 over a year ago. I'm not sure what the current price is, but whatever the price, if you value your time, you can't make a better investment.
P.S. For the real TV nut, you can even port your saved programs from the DVR to your PC, and burn your own DVDs. This will soon be made impossible by the box manufacturers pressured by big TV, so you may want to buy this technology now!