I just discovered that Raspbmc (XBMC on the Raspberry Pi) deletes commercials from The Daily Show, pulls in additional interview material on the Web and intelligently inserts it before the Moment of Zen, and has good integrated episode synopses.
Take that, Hulu! Take that, Roku! Free software FTW!
As well, try watching Al Jazeera on a commercial set-top box. You may have cut the umbilical to cable; now cut it to proprietary software.