I pay less than $7/month for my Usenet connection, which is relatively cheap if you use it frequently. The connection is over SSL so it's completely secure end-to-end. My average download speed is 9 MB/s (saturating my line) which means I can download a 720p HD movie in just under 13 minutes. There's also (like with torrents) the ability to set-up TV show RSS feeds, so my shows automatically download to a folder, ready to watch, as they're released. It comes down to ease of use.

Megaupload was taken down and people are leaving DDL serves in droves. Usenet is a relatively safe, very fast, and a service thats been around for years.