Are you talking like TV shows? If so, look at something like a TV Tuner card. This would allow you to run cable into your computer to watch TV on your computer.
It depends on what you're looking for. Unfortunately the majority of networks haven't caught on that streaming their live TV feed over the Internet would open up a lot of new demographics, but it's more likely that this would jeopardize their distribution relationships with the existing video service providers. If you want to watch specific segments they're often available on the network's website: Video - Breaking News Videos from CNN.com CNBC Video News Clips on the Stock Market, Find Stock Market Information Online - CNBC.com
CNN also has a live feed, but when I tried it out I got a message to try again later so I'm not sure what the availability is.
If you want shows streaming in another window while you work and have access to an antenna or cable then the TV tuner card mentioned above is a good solution. Hauppauge is a good place to start on those but there are lots of brands.
There are a few other options out there depending on what you're looking for.
Small TV is easiest and most practical, I think. Last time I looked into TV tuner cards a year or two ago, it seemed like there were a lot of issues not to mention they weren't exactly cheap.