We don't have Slingbox. We don't use Hot Spot Shield to stream Hulu. But we just finished watching the season finales of Lost and The Office.
I've been buying season passes to different TV series on iTunes.
From there, I upload them to my iPod. Then I take my iPod and connect it to my big screen TV at home via an AV adaptor that I bought from the Apple Store.
Most season passes are about $30 (I don't buy them in HD). So far, I've probably bought $200 in season passes. I used to pay $40 a month in cable bills, and since these shows have lasted us five months, we're about even. I just wish we were still able to watch Iron Chef America.