Over the last few years, I have watched for free, from episode one to current or end:
Breaking Bad, Mad Men, Fringe, House, Boardwalk Empire, Dexter, Walking Dead, Scrubs, Family Guy, Futurama, Dr. Who, Torchwood, Luther, Sherlock Holmes, It's Always Sunny in Philadelphia, Wilfred, Bored to Death, Chuck, Warehouse 13, The Borgias, The Tudors, Alphas, Haven, Sanctuary, Terra Nova, New Girl, Community, Outsourced, The Office...pretty much anything worth watching.
I have watched every bit of this through downloading them via torrents, mostly using demonoid, but occasionally thepiratebay. Usually someone uploads them within an hour (or at most by the next morning). Perhaps if you have some deep moral qualms with being a pirate, this isn't for you.
Really the only things I havn't been able to do this with have been reality competition type shows (Sing Off, America's got Talent, Top Chef, Next Iron Chef, Worst Cooks in America, the Amazing Race, etc.) and those you can usually find on the NBC/CBS website, or on Hulu.