By the way, Comcast cable subscribers can watch Mad Men (and a bunch of other shows) online. I suspect this is true for customers of other cable companies too. One interesting thing is that the online episodes air with commercials, which seems a bit, oh, I don't know, money-grubbing, but then again this is the cable industry we're talking about.
I watched this week's episode, which I had recorded on my TiVo, then watched it again a few hours later online, and noticed that it contained all the same ads, in the exact order, as what I had recorded. And you can't skip over them. Still, if you have cable but don't have a DVR, it's another option for viewing.