Are you only interested in TV? Hulu, Hulu+, Netflix Instant, the network’s websites, sometimes even youtube. If you want movies, you can add Vudu to the list. Often times it’s a matter of figuring when a particular show is going to air.
For example, I missed Desperate Housewives last week (shut up). I know I can go to ABC.com and watch it, but after a few weeks it’ll be gone, Hulu+ may or may not have it after that (I don’t have Hulu+ and don’t usually bother checking). After a while, it’ll be on DVD and considerably longer after that it’ll show up on Netflix instant where it’ll be available for about a two years.
Actually, I appear to have chosen a bad example, it seems every episode of DH is available for free on Hulu right now.
If you are willing to pay - Amazon on Demand, Itunes (most expensive two, but quickest to update. Like, overnight) and Netflix (cheapest but furthest lead time).
Netflix and Comedy Central is all I need right now. I got tired of paying $120/month to subsidize other peoples’ sports channels (in HD no less). Now I pay $8/month, but I’m a low-demand user. I don’t need to see any specific title. As long as I can find something interesting on Netflix, I’ll watch whatever is offered.
There’s also over-the-air local stuff, which I may watch some day if the DSL ever goes out.
Just beware a lot of ISPs are starting to put caps on download limits. AT&T DSL will be capped at 150g a month and AT&T U-Verse will be capped at 250g per month.