For me, it's hockey and soccer.
Many of my old friends would mercilessly berate my decision to follow these two seemingly underground sports, but let me tell you, it's worth it. Disregard the typical adages, ("Soccer is a bunch of wimps running around and faking fouls", "I can't even see the puck!") and listen for a minute. The investment is worth it.
After all, these two sports don't have legions of fans for nothing. America just stinks at recognizing their supremacy. Soccer, or as it's called in every other country, football, has long been recognized as the world's most popular sport. Why? Because it's acrobatic, exciting, and emotional. I've picked an English Premier League club to follow, Tottenham Hotspur, and I have not been disappointed. Each match often comes down to the last minute, and each goal counts immensely. Sure, there's the occasional flop and sometimes the action lags (0-0 draws really suck), but it's an exciting new world to explore. It's European, yes, but you die-hard Americans should give it a chance. With the MLS needing some intense funds to help keep it afloat, everyone needs to chip in to keep this sport alive in the good ol' USA.
Hockey is different and yet just the same. There's more scoring and a lot more big hits (minus the flops). While I'm still confused on the line changes and icing, I'm fast becoming the world's biggest Dallas Stars fan. There's enough games a week to keep one's attention, and there really seems to be nothing more exciting than an overtime shootout. While there seems to be an inordinate amount of importance placed upon your team's goalie, it still is an exciting team sport. Just don't buy a hockey jersey. They're rather ugly.
So really, if you happen to hate all your football and basketball teams at the moment, and baseball season is still too far away, take my advice and invest in a hockey or soccer team. You won't be let down. Soon enough, you'll be screaming "GOAL" at the top of your lungs. Or better yet, blowing a giant horn when there is one.