For series that are currently airing, I get them right off of Share; my Japanese is good enough not to warrant subs.
For older stuff I try to marathon series, which I usually do during the summer. Although, sometimes I need breaks in between longer stuff. Like when I was watching Monster, I had to offset the intense drama with some comedy. I'd end up watching about 5 or so eps of Monster, then throw in some Ouran. My nerves can only take so much, you know?