I went through the same thing when I first moved here, but honestly, just getting your broadband connected and a basic TV package can be painful enough thanks to those masters of inefficiency and retardation, Du.
Slingbox is really your only option.
I'll be honest, I don't miss Sky at all now (and I had HD). I haven't even got a showtime package but I still watch all my favourite shows (the benefits of a decent internet speed and MiniNova
)