I usually sit down and watch television shows in one sitting if they have an interlocking continuity and story arcs. Shows like Lost, Battlestar Galactica, just about any Joss Whedon series (notably Angel and Firefly), and, most recently, Frank Darabont's the Walking Dead (you can't just stop at one with that show) I would watch entirely in one sitting. In fact, I did a Buffy the Vampire Slayer/Angel marathon last year, watching both series in the order they originally aired. That was epic, considering it was twelve full seasons, and through most of them I had to switch discs back and forth.
The Three Stooges are almost entirely stand alone pieces, which kind of voids the need to watch them in release order. But I'm confident I can do it, because my love of the Stooges knows no bounds.