First TiVo, then Netflix. There really is no better way to watch television series if you're a little OCD. Either pick a show and start recording, or (better yet), pick something out on DVD and get it. Then sit down and watch a bunch of episodes at once. Total immersion. It's the only way to watch. (Actually I subscribed to Netflix originally because my TiVo was missing a season of Smallville.) Thank goodness everything comes to DVD now. And if you're looking for more details about a series, there is no greater resource for all your pop-culture trivia than Wikipedia.
At the moment I'm "OCD"-ing Buffy the Vampire Slayer and Charmed, which are oddly enough pretty similar when you think of it. (Basically both featuring somewhat reluctant chosen ones with special powers fighting supernatural baddies of the week. And both featuring kick-ass women as the leads, come to think of it.) It's somehow just easier once you start on one thing to keep watching that one thing. And keep watching. Even previous obsessions drop by the wayside.
Thank goodness there are past shows that I like but didn't already watch.