I tend to back things up as I download each collection, so it doesn't take that long each time.
I understand what you mean, but I give you an example:

I d/l the DC torrent which has 40GB now. I burn it to DVDs. After 1 month, the torrent is updated, I update the files, trash my obsolete DVDs, and burn new ones, and so on. If I store these files on an external HDD, I can always join the torrents. Because most of the torrents get updated from time to time, so I don't see why I should copy them to DVDs.