You are right that there is no series link as such on most DVD or combined DVD/HDD recorders.
However if you can access the freeview programe guide anything shown in the guide can be marked for recording in the future. Different recorders handle this differently. Some will capture the programme even if it moves in the EPG later and some will just "timer record" the channel at the time specfied during programming.
Note if you have a std sky box and use sky's personnal planner this can be used with a lot of recorders to trigger the recording of specific programmes if your recorder has the "external link" functionality. You can do this with the Panasonic DMR-Ex87EB for example.
NAD 515BEE, NAD C325BEE, KEF IQ5SE's, Silver anniversary XT, Chord Crimson interconnects.
Panasonic TX32-LZD80 and DMR-EX77EB