zbop, bringer of Full YouTube on Windows Mobile software, posts up a link in our forums. And what great link it is: http://www.channelchooser.com/mobile.php, which is a ginormous link list of sites that stream video for free over the web. The list is broken down by category and features some relatively big heavy-hitters that I'd previously assumed I would need to buy mobiTV to get.
You'll want 3G or WiFi for most of this stuff - it's mainly streaming WMV and thus should work on pretty much any Windows Mobile smartphone.
My DirecTV package doesn't include Chess TV, so I'm glad zbop has shared this site with us all. Thanks!
Read: Watch television and videos on your mobile & PDA