My first episode I saw was Born to the Purple, while in Australia in 1994, and once returned home rented the pilot on VHS.
New Zealand didn't start screening until 1995, and I began watching the series from The Gathering right through to Z'Ha'Dum non stop. I recorded Babylon Squared, and then about five episodes from season two, before recording the entire series from there on, only junking my VHS copies once they began releasing them on DVD (I was collecting Voyager on VHS and couldn't afford to do that with two shows).
One memory I vividly have is I had to travel on the day Endgame was to screen, and when I arrived at the airport I saw a group of people huddled around a TV. I thought something had happened on the news but they were all watching the final battle!
I ended up watching the episode that night on VHS. Was blown away.