Download on Monday nights (which is of course not as delayed as it sounds), then often rewatch within the next few days. Then I rewatch when it airs here on Thursday nights a couple of months later (we just had 1×13). And of course I’m going to be buying the DVDs.
The whole “rewatching a couple months later” thing definitely brings up some interesting parallels and new ways of viewing things. For example, watching August in 1×13 immediately after this week’s episode.