The easiest way without adding any software is to go to
www.pocketpcmedia.nl/tv.php3
It has tons of US channels as well as other countries, and streams then right in your Pocket Internet Explorer browser (and can play fullscreen.)
I personally use my slingbox (I chose it over Orb becasue it is completely 100% stable and doesn't require my TV, cable box or computer to be on 24/7.) Diamond TV is nice. TV Ants mobile player s still too slow.
The link above is definitely the easiest way to start watching channels. It does take a while to browse to channels, but then save the channels as favorites.