I felt instinctively this post was about DA ;-)) Like you, I ordered the DVD and asked myself how I do it, until the DVD arrived. I had watched the previous two seasons episode by episode (got them in the Internet, do not ask me where ;-)) and loved wondering about the next episode, discussing it with a friend and rewatching the episode while waiting for the next. With season 3, I did not want to rush and download it from the Internet, because this autumn I was rather busy about other things and I wanted to see "the wedding of the year" in high quality. So, once the DVD was there, I made myself cosy on a Sunday and... ended up watching it up to the end, so I virtually spent over eight hours at Downton! It was a somewhat different experience, but I loved it not to be led astray by the trailers for the next episodes, for as much as I loved guessing with the previous seasons, the trailer scenes alwas proved to be misleading! It was a different experience now, but not less enjoyable! I have some issues with Julian Fellowes after season 3, but I do not think it's because of how I watched the series ;-)

Now rewatching it episode by episode and look forward to the Christmas special.