Once a show has a proven track run, some shows are shown closer here to their run in the States.
"Lost" is catching up a bit on the States.
There are lots of shows that are on American TV that we never get here, because they are no good.
But the programme buyers here have to find out how good ( or bad ) they are before buying or not.
So shows air on American TV before we get them here so that they have a proven track record ( unless the show is a co-production with a British broadcaster ).
The cost of a TV show is in relation to how popular it is, and it will go to the highest bidder.
I don't know if you remember in the 1980's ITV outbid the BBC for "Dallas", and were going to show the then new series before the BBC had finished showing the previous one.
However, you may also remember that the "Who shot JR ?" episode, was flown over to Britain, the day after it had aired in the States.
Programme schedules are drawn up in advance, and it is not always easy to rejig them at the drop of a hat.
Then there is Sky, who may buy the rights to a show which prevents a UK terrestrial station from showing a programme.
This was the case with "Star Trek - the Next Generation"and "The Simpsons", which BBC2 couldn't show for a given time after Sky had shown them.