There are lots of places online where you can watch TV shows. You barely even need a TV these days!
First, you need to figure out if you want to stream or download.
Streaming is the easiest way to view your favourite shows, it's also the quickest, and causes the least harm to computer. The best sites for streaming are Netflix, Amazon Prime and Hulu Plus. These sites offer a variety of different subscription packages, and usually give you a 30 day free trial to try the service first.
Streaming means the content is available instantly (providing you have a broadband connection). It's also complete legal.
Downloading on the other hand is a little more tricky, and I would only advise it if you actually need to have the file on your computer, and only if you have lots space (an average file size for 45 - 60 minute episode is 350MB, so a 22 episode season would be approximately 7GB).
Downloading content without permission is also considered an act of copyright infringement, and as such a lot of sites where file sharing occurs are blocked by ISP's.
If you're still keen, you will need to download a torrent client such as uTorrent, and then find some torrent sites that have the shows you want. Some popular ones are Kickass Torrents and Iso Hunt.
Be aware that downloading torrents can sometimes download harmful malware which may slow down your computer dramatically.