If you're just getting into it, a good place to start is the Champion's League. You'll get to see the best of the best play here as it's Europe's highest level club tournament.
Some UEFA Champion's League matches can be seen in the US on ESPN2. Tomorrow (Wed 11/7/07) at 2:30p est is Manchester United v. Dynamo Kiev followed by Barcelona v. Rangers at 5pm on ESPN Classic.
You can always look into streaming live games onto your pc. Checkout sopcast, ppstream... etc. A few places to get you started: football4less.com and live-footy.org
That will keep you busy
And if you feel like paying for the streams, ESPN offers the service and so does Setanta (as mentioned before), Fox Soccer (for English Premier League), and SerieA.tv (for the Serie A of Italy).
Spanish language channels like Telemundo, Telefutura, and Galavision sometimes carry European games on the weekends, but they mostly focus on Central and South America. RAI carries some Serie A matches on weekends, and RTP carries matches from Portugal league.
I have Fox Soccer Channel and Gol Tv on my cable package. That might be an option for you... plenty of soccer there. ESPN Deportes (Spanish language) covers pretty much every Champion's League match too.
As it is, between these 2 dedicated soccer channels, the 3 ESPN's, the Spanish language channels, and streams on the PC, I couldn't miss a game unless I tried
There are a lot of options for watching soccer in the US. Just have to look around a bit... Enjoy