I'm British, so it would be possible to install a satellite dish on the roof of the block of flats I live in and be able to watch British TV, but if you come from the USA or Australia that is not an option.
Have you tried watching your favourite TV stations from back home via the PC though?
The quality certainly isn't as good as HDTV, but it's not that bad.
This site is a good place to get started wwiTV.com. It has links to literally thousands of TV stations around the world, but quite a few of those links don't seem to work, or at least they don't work on my PC, perhaps you will have more luck. However, it let's me watch the BBC's Newsnight as well as other BBC programmes, so I'm a relatively happy bunny - especially as I don't have to pay a licence fee to watch them!
If you want to find out more about watching TV online, check out this site which lists 33 ways to watch free TV online.