I also posted this in /r/sports but it fits to nicely here too!
Firstly, most of this is if not directly illegal then probably against each sites terms of use and you could in theory get your account blocked and face some heat. However, I find it to be extremely unlikely but of course, do this on your own risk.
NHL: NHL Gamecenter Live is the name of the service, and it costs $50 this season. It doesn’t look like they have a Playoff only package. In the US you can watch out of market games, and in other countries your access depends on who has the television rights. Right now you can’t sign up from a US address, due to all games in the playoffs being blacked out. Accessing from Germany works fine. Once purchased the games available depend on your IP, meaning you in most cases have to use a VPN to view a game.
NBA: NBA League Pass. It’s quite simple, access from Spain and purchase the Playoff package for $13. Only blacked out in Canada and Spain (and US for the playoffs), meaning you can most likely just view from your home IP.
NFL: 2013 pricing hasn’t been released yet, but if previous years are any indication NFL Game Pass will have a different price in different countries. I believe it was even free in the Netherlands last year!
MLB: MLB.tv costs either $130 or $110 per season, and also has a monthly payment plan. There are no blackouts outside the US and Canada, and to be best of my knowledge the price is universal around the world.
Premier League: Abu Dhabi sport seems to be the best choice, it’s cheap but requires a IP from the middle east (I recommend Egypt). For list of countries you can use click here, that link is also where you sign up when you have the IP. English commentary.
La Liga/Serie A/Ligue 1/UEFA Champions League/UEFA Europa League: Al Jazeera Sport seems to be the best choice, same IP restrictions as Abu Dhabi. It’s cheap and has english commentary. Link
Bundesliga: I have no idea.
Formula 1: Abu Dhabi sport, same as BPL.
Tennis: Al Jazeera Sport has the rights to the US and French Open and a couple more
MLS: MLS has it’s own service named MLS Live. Only works within the US, Canada or Mexico. Cost is $60 per season and has normal blackout games. However with some IP juggling between the US, Canada and Mexico most games are available to watch.
That is at least most of major sports that I follow, if you’re wondering about a sport let me know and I’ll see what I can find. Some sports are harder to view online than others, for example if you want to view NASCAR online you have to spend $35 a month on a swedish website (but you also get NHL, Premier League and some more).