If you've got (or are thinking of getting) a Sky dish then it will point at the Eurobird 1 satellite. The complete list of all TV and radio stations available from this satellite is at
http://www.eutelsat.org/products/pdf/tvlineup.pdf (The list starts midway down page 22 and continues to page 26. Stations which have 'Videoguard' or 'Cryptoworks' in their listing are subscription only. Everything else you should be able to receive free. (Ask your Sky supplier if in doubt). The same pdf lists the channels available for other satellites which cover Europe but you'll need another dish if you want to receive a signals from a different satellite. Some enthusiasts receive 'fringe area' signals from satellites which are meant to serve North America but, before you start thinking that it'll be easy to get overseas satellite TV, please note the following:
1. Satellite dishes for fringe signals need to a lot bigger than Sky dishes. This means higher costs (hundreds or even thousands of pounds) plus planning permission is necessary. (Planning permission is required for any large dish or a second dish of any size).
2. Your Sky box probably won't decode signals from other satellites. Specialist equipment is needed (hundreds of pounds more!).
3. Your local TV guy won't have a clue about any of this. You'll need to contact a specialist company - and they don't come cheap.
So, unless you're a rich and TV-obsessed, it'll be a lot easier & cheaper to buy a big pile of DVD's!!