I am wondering if it is legal to download a tv show episode (of
course, one that has already been shown on air) if you personally
recorded it on a DVR.  I have a tivo hd and I can't copy the content
to my computer - like the new tivo units.  If I record an episode of
family guy (which hasn't been released on dvd yet), is it legal to
download a torrent of that episode.  This is a grey area and I guess
the main question is where does the DMCA come into play regarding TV
Broadcasts.  I am just double checking before i make a mistake.  Of
course, these broadcasts are only for personal use, and I plan to buy
the season dvd sets when they come out.

Your right  .. it is grey.
Fair use would say your fine but the people providing the torrent are
'rebroadcasting' which wasn't ok even before DMCA.

Not a legal opinion just my 2cents.

according to the DMCA yes it is illegal to download any copyrighted
material from the net.

It has be illegal doing the same thing on VHS for a wile you can't
even give a VHS away if it has any movies or TV shows on it.

Is it illegal. yes 
Will you ever be caught. Probably not 

Currently unless you actually give out the fact you download the files
the only way to get the information off you computer is also illegal.
So if you get cough and they obtained the information from your
computer without your permission it is hacking witch is covered by
many US laws so all the evidence against you is not admissible into
Court. It will basically just waists part of your day.

It depends in which country. Some countries, like France, are moving
towards allowing file-sharing for anominal fee. In others, it is in
the grey zone, and perhaps there are countries where it is stricktly
forbidden.

In general, the problem is with sharing (letting other people download
from you, which is required in these networks) and less with
downloading for fair personal use. Darkcat is incorrect here: what is
forbidden is to give something away.

If you're in the United States, you might want to use Google Video, or
similar services, which offer videos for a fee.