Or you can get so frustrated that you buy the DVDs.
It took me ten years to record all of Ally McBeal off the television onto videotape.
I spent a lot of time with calendars and episode lists waiting for specific episodes to crop up in the rerun cycle when life would get in the way.
Seriously. 10 years. (the show aired for 5 years, so it was only the second half of the decade which was me being anally rainman about filling the tiny holes in my collection.)
Alternatively, much later, I managed to download it all from megaupload over night.