Both MLB and the NHL offer live streaming and archive packages for online viewing. They're a separate subscription though, generally about $20 a month, but you get every game live (except local games, they have to have blackouts for those in order to keep the teams happy), and full archives for every game of the season, available within an hour of the game finishing. But both of those are available through the Roku box thing.

I have no idea for football or basketball or other general sports though. But if you're big into baseball or hockey, it's a pretty good deal. The only problem with the hockey one is that you can't watch a live game if it's being broadcast nationally, whether it's a local team or not. And for both sports, you're screwed when it comes to live playoff games.