In the case of tonight, the show is the Defenders--the newly released Marvel show produced by Netflix. We've watched and enjoyed four of the other five seasons that are related to this series: Daredevil (seasons 1 and 2), Jessica Jones, and Luke Cage (we have avoided Iron Fist at the recommendation of friends and nearly everyone on the Internet). Only an episode in, it looks like this one will be worth the time.
Sometimes the shows we watch during this time become shows we watch with the boys later. This was the case with Madame Secretary, which we started watching as a late night show, but realized that it was tame enough and interesting enough for them to watch with us. The same thing was true for Downton Abbey.
Some of the shows we make certain that the boys do not come in the room at all. Even though I love the writing behind shows such as Rome and Game of Thrones, due to their violent and sexual, and sometimes sexually violent, natures we won't even let Trevor watch them. For that matter, I don't know how comfortable he would be watching them anyway.
In general, we have always tried not to censor our kids too much. I would prefer that we get a chance to talk things over with them rather than have them experience them without guidance. Yet there are some things where a certain maturity needs to be reached. Sometimes I don't know if I've even reached it yet.