I stumbled across an awesome blog. You can watch the entire first season of Heroes there. It is a very cool show - I can tell you now it will be torture watching it on the TV. The other cool thing is you are not actually downloading anything, so it is all legal. WARNING: This show is very, very addictive. I just watched 12 episodes in row which was fairly slovenly, but I couldn't help it. The Heroes link comes from here, and there is tons of other stuff you can watch if you are bored.
NOTE: A few days later and the Heroes blog no longer has most of the episodes embedded, but the links still work to various sites.