Dune (Fight me!)
Tron Legacy (Fight me some more!)
Castle in the Sky
I prefer the episodic model, as I don't feel compelled to watch if I don't want to, and I don't worry if I miss an episode or if I watch them out of original order. Unfortunately this model is increasingly relegated to half-hour sitcoms, and anything with dramatic content is now serialized whether it needs to be or not.
Everything you say is a very valid concern for the old model. There are a number of shows i stopped watching because i missed enough episodes that i didn't feel like i'd know what was going on currently. Some of those i would try to catch up later on DVD, but that means you're now running at least a season behind, especially since back in the day it took forever for TV shows to come out on video.
However Netflix actually does away with a lot of the downsides of such serialized content. If it's on Netflix (or Hulu, or Crunchyroll) you start the show when you want, watch as much as you want, and wait as long as you want between episodes without worrying about missing anything. (Well, barring breakdowns in license negotiation, but that's not an issue with their in-house content.)
Riches cover a multitude of woes. -- Menander