The third way to watch Lost during the hiatus is through the internet.
The ABC network has kindly and fortunately allowed Lost episodes to be streamed for free on their website.
You lucky Americans (again) have the ability to download episode of Lost on your Xboxen. Unfortunately I can’t provide you with a link, but you should be able to find it pretty easily on the Marketplace.
It disgusts me that I’m advising the general public to give Apple money but you can download Lost episodes on iTunes, so go ahead and do that.
Unfortunately there is not (legal) way to watch Lost online in Canada, so that’s too bad…
As for illegal ways, you can always (not) try using torrent sites like mininova or the piratebay, and torrent programs like bittorrent or utorrent. Obviously you shouldn’t use such illegal ways though. Its better to watch the show on abc.om or to buy the DVDs.