When I decide to start a TV series/season, I will always watch it all the through before watching anything else.
That means, say I watch disc 1 of CSI tonight. Well, I will watch the 5 other discs of the season, before I even consider watching another TV series, or even a movie. It is very rare that I will switch to something else before watching the current one all the way through.
I even never pause a movie, except in some very rare circumstances that are usually completely out of my control.