Thanks - looks a bit advanced for me at the moment but hopefully I'll be able to use them at some point.
How about TV shows with transcripts / subtitle files?
There are loads of those in English but not sure if they do it for Chinese seeing as the subtitles are already often hard-burned into the video.
Here are my three favorites, and I was able to find them all on Youtube with subtitles. The first two were done in the last decade. The last one is from the eighties, but is still a staple of Chinese TV at Lunar New Year.
1) 大宋提刑官
This has a first and second series. I can find individual episodes from the second series on Youtube, but not a play list. The above is the first series. It's a detective series based on a historical character. You can read a short blurb about him here in English:
http://en.wikipedia.org/wiki/Song_Ci
2) 神探狄仁傑:
It comes in three series. This is the first which I think is the best. I didn't like the second series, but the third series was good. This series gave rise to the popular Chinese internet phrase "元芳,此事你怎麽看?" The main character is Judge Dee, for those who may have read Van Gulik's adaptations (I haven't). You can read about the main character in English here:
http://en.wikipedia.org/wiki/Di_Renjie
Second series:
Third series:
3) 西遊記
The easiest language level of the three. It's aimed at kids, but not in a way that would bore an adult (at least not this adult). It is an adaptation of the classic novel of the same name (Journey to the West). There have been a number of adaptations of the novel on TV over the decades, but this series is hands down the favorite among Chinese people, mostly due to the guy who plays the monkey:六小齡童。There are a further 16 episodes with him, which some people say are too slick but I like them. I can't find them in a play list on Youtube.
I am not a fan of The Romance of the Three Kingdoms (三國演義), but if you are you can find it here with subtitles:
https://www.youtube.com/watch?v=7vyDbs197WQ&list=PLOabfYFyTFyx6LcU0A-eRzqlUHhaQcprg
This is the newer version which I think people like, but I am not sure. There was another one made back in the 1990s for which a playlist exists on Youtube, but without subtitles. You can also watch the new version dubbed in Japanese! Speaking of which, I did enjoy the Japanese animated version which is available dubbed in Chinese with subtitles, but not in playlist form on Youtube.
Outlaws of the Marsh/The Water Margin/All Men Are Brothers (水滸傳) I found sometimes exciting and sometimes a cure for insomnia, depending on the episode. I watched the old series which is available on Youtube but not with subtitles. I watched a little of the new series which I thought lacked something compared to the first, but I hear it was popular. Here it is with subtitles:
https://www.youtube.com/watch?v=X7PUwwIMeF8&list=PLFFmqub3OS5lHLSlnvVu_sWpv1tXsnP-5
As you can tell, I don't go in for sitcoms or for dramas set in a modern kitchen or whatever. There are some other good series on Youtube in playlists (e.g. 孫子兵法、孔子傳), but not with subtitles.
I almost forgot, this was the first Chinese TV series I ever watched, 康熙王朝/康熙帝國:
https://www.youtube.com/watch?v=yB9ihtitxFQ&list=PLsaMMsL7u01i3ZZA0HRNmwAYYI4RKs17n
They also made series for 雍正 and 乾隆, but I didn't like either one.
I have no doubt forgotten to look for some. If I think of others, I will try to remember to stop back. I have a lot of documentaries on DVD; if that sort of thing interests you, I could search for some of the titles on Youtube. Youku often blocks Chinese TV shows outside of China, so I didn't bother looking there for you. There's plenty of stuff on either site about calligraphy or tea, for example, but not generally with subtitles. Try looking on those two sites, in Chinese, for something not Chinese specific that interests you (mountain climbing, chess, whatever). But there's a few hundred hours of TV shows with subtitles listed above. Hope it helps!
PS Here's something modern, from Taiwan:
https://www.youtube.com/watch?v=-qjkDQ78D5A
It is a nutty talk show that I can only watch for a few minutes at a time ('cause it's nutty), but it seems to usually have subtitles. You can just go to Youtube on any given day and type in the name of the show (康熙來了) and get today or yesterday's show. At least years ago when I lived in Taiwan, most TV shows had subtitles.