BBC.co.uk - http://news.bbc.co.uk/1/hi/in_depth/americas/2008/obama_presidency/default.stm will have a link to a video on the actual day - or you can watch on BBC1 if you're by a TV, of course.
CNN - http://www.cnn.com/live/
Hulu - Note this video might not work outside the USA, because Hulu is lame and uses region coding. The main reason I'm bothering to embed it is because it has a countdown timer in it.
MSNBC - They're broadcasting, but only in Silverlight. I'd look elsewhere. Again, use Google if you really MUST support Microsoft's attempted Flash-killer.
New York Times - http://www.nytimes.com intends to have a video on the front page on the day of the Inauguration.
There's a couple of others but out of all of these, honestly - I'd recommend the BBC. It's well known that Britain does everything the best, after all. ;)