1. Use an antenna. In most areas of the US you can get free over the air digital broadcasts. What kind of antenna you need depends on your location. If you have an older TV that does not have a digital (ATSC) tuner, you will need a converter box to connect between the antenna and your TV.
2. On the Internet. If you have high speed internet service, there are plenty of places where you can watch TV programs for free. Start by looking at http://www.hulu.com You can watch on your computer or send it to a TV using a computer, certain high end video games, and some of the newer set top boxes.
Antenna. The converter is necessary if you have a crt tv so it can take the digital signal from over the air and convert it to analog for older tvs. If you have an HD tv, just attach an antenna and run a channel scan according to the tv's owner's manual instructions.