Bps, why don't you just do what I do?  Tape em.  I've got 4 vcr's in the house and I make sure that I double up on the recording.  I also know people who watch it, so I made sure never to miss one.  Even when I went to Canada for Wrestlemania, I didn't miss it.   
  
Trust me on this one, when you see the season finale, I doubt you'll want to wait another year to see what happens.  The first episode of the second season is commercial free btw. 
  
As for the whole "miss one and you're lost", for the most part, you won't want to miss one, but they give "previously on 24" segments before every episode that wasn't on the DVD.  Same with the mini trailers for the next episode...which are always awesome and peak your interest even more. 
  
Also, because of the fact that it didn't do so well, ratings wise, the first time around, this DVD set was rushed so that viewers could get into the second season.  Who knows if they'll take their time with the new set to beef it up. 
  
Dames