I'm a huge user of SlingPlayer. I travel a lot on business, and I'm always using my sling player while on the road. I have a dual tuner DirecTivo in my Malvern apartment that records all my shows, and I have the sling player configured to control the tivo when I'm on the road.
Prior to my iphone, I had a Samsung Blackjack and the SlingPlayer mobile on that phone, and that was great for times when I was away from the laptop and wanted to watch some TV. I was hoping that SlingMedia would get a version out for the iPhone, but AT&T being the jerks they are fought them for a long time.
A couple of weeks ago, the player did finally come out, for $29.99 (which I gladly paid), but of course AT&T are still jerk-offs and only let it use WiFi on the iPhone (which works great). However, I found a way to integrate it with my MacBook and Sprint EVDO card to be able to access the sling player across the sprint 3G. You may ask why do this when I can just watch it on the laptop? Good question I guess. First, I just want to see if it is possible. Second, I can leave the laptop on a desk or another room and still watch with the phone, which is more convenient in many cases.
Here are the instructions...
First, connect to the Sprint network (or your 3g provider on your laptop):

Then configure your airport on your mac to create its own wireless network:
Also, in networks settings, make sure to enable internet sharing of your sprint connection to your airport. I did the next step first and the sling player didn't work as it appeared that it did not give gateway information to the iPhone, so this seems important to do first:

One the iPhone, go to settings / wifi and connect it to your network:

You'll probably see settings such as the following when that is complete:

And I noticed that my airport icon looked like the following:

Now start your SlingPlayer on the iPhone and enjoy:

