I used to watch Hulu every weekend when i am in America, but i can not watch now in Shanghai...Pretty sad, for the series i watched renewed every week and i could not wait a second to see the renewal, my colleagues had advised me to use a VPN, but they couldn't agree on which is the best...i don't know who is right...
Before looking into VPNs or file sharing software it may be worth browsing some local video sites, which often have full episodes of western TV shows. Two popular sites are Youku.com and Tudou.com. Both sites are in Chinese, but you can search for your favourite TV show in English and, with some trial and error, should be able to find what you're looking for.
Regarding VPN software, you will most likely have to pay for one that is reliable and effective. VyprVPN is highly recommended, but it is worth searching the internet for reviews and prices to find one that is best-suited for your needs.
Good luck!