That's why DVR users aren't thieves - in the end, the programming they like gets cancelled, so in the end they just hurt themselves in the long run.
That assumes they would have watched the same shows with ads. I can honestly say that I wouldn't, because in 2001 I canceled my cable completely because I found US TV unwatchable because of the ads. It wasn't until four or five years later that I "came back", and that was a combination of my soon-to-be wife wanting TV, and me requiring we have a DVR as part of the package.
What we're actually seeing now, as a result of the effect the DVR has had on the industry and the opportunities the Internet provides, is a massive, unprecedented, move to subscription TV. Netflix, Amazon Prime, Hulu, are all producing their own TV programming, with quality as good as the broadcast networks, and networks like HBO are broadening the ways in which their content can be obtained. Meanwhile even the broadcast networks are finding people buy their shows if they put each episode up on Amazon, Vudu, iTunes, etc, immediately after broadcasting them.
Did we screw ourselves? Nah. I think we're getting what we asked for. And for the most part, we're getting what we wanted as a result.