This is perhaps the most convenient to use once set up, reliable, and most secure way. There are other ways that require less stuff or save a few bucks but expose you to naughty websites or are just a hassle to use.

Get a cheap router with DD-WRT, connect it behind the router you do all your stuff on now. Get a VPN account, I used StrongVPN and they were great. Tell the VPN account you want to appear like you're in [whatever restricted viewing area you want to watch]. Depending on which VPN plan you choose, you may get the option to bounce around, i.e. change your faux location multiple times over your term.

When you want to watch NBCSn, connect (your Roku, your laptop, etc.) through your primary router. You appear to the target website as if you are where you are.

When you want to watch [whatever], connect to your DD-WRT router. You appear to the target website as if you are at the VPN server location.

Alternately, you can skip the DD-WRT router and install the VPN software on each device. Use that if you're mobile, but the router based thing is more convenient and works for all devices connected to it. As long as you'll be there.