Just 2 things here:
1. You can record 2 channels at once using SKY+ but you must be watching 1 of the channels you're recording otherwise it asks you to cancel a recording. IE: Lets say I wanted to record Corry + The Match but want to watch Most Haunted. Wont let you do it unless you cancel the recording of either Corry or The Match before switching to Livingtv to watch Most Haunted.
2. SKY+ will let you record a whole series with the series link option in the SKY+ options.
There are pros and cons to SKY+ alas more cons than pros. However I have been happy with their service as I only watch it for the football mainly and Trailer Park Boys on Paramount. Oh & Most Haunted Live.