I've never lived in New York City and been able to afford every cable channel that plays every show I really love. However, that's never stopped me from being able to enjoy my favorite shows.
I stay on top of the free event listings at http://pulsd.com/new-york and whenever they post a new event for the screening theater at the TriBeCa Grand Hotel, I'm first in line.
On Sunday nights, the hotel offers free screenings of cult classics and buzzworthy television shows like Mad Men, True Blood, and Boardwalk Empire. It is open to guests of the hotel, visitors to the city and New York locals. Really, anyone who RSVP's.
The seats fill up quickly and people can show up early, so plan accordingly but otherwise the evenings truly are free!