I have the BT Vision box and it has the option to set up a series record and it will never miss an episode. It saves them all to the hard disk and you can watch whenever you want. I expect some of the other PVRs do the same, but I can only recommend from my pesonal experience.
As it happens I bought the whole Beiderbecke Trilogy from Play.com and its fabulous! (but a bit expensive)
Hope this helps.