Sometimes they'll do a half-assed experiment, bust some myth, and then get viewer mail criticizing their technique. Then they'll revisit the myth, with better controls! This is pretty much exactly how real science works. Nobody does rigorous science because they want to spend enormous amounts of time and money doing the same boring experiment over and over, gradually imposing tighter and tighter controls on everything. They do it because otherwise their half-assed papers will get rejected by their extremely critical peers.
Among other things, rigor costs money and time. People's self-criticism tends to taper off as the deadline looms. This is a particularly important factor in Mythbusters -- my impression is that the Mythbusters folks are exactly as self-critical as their budget allows them to be.
Some of Mythbusters' experiments are reasonable enough, but a lot of others are a little too sloppy for my taste, teaching a lazy habit of confirming beliefs by constructing plausible narratives.