I have a couple Slingboxes and a PC running Orb. I've been using the Orb client on the iPhone for 3G viewing, Slingplayer for Wifi viewing and on a jailbroken 3G with 3G Unrestrictor. I picked up an EyeTV 250 this evening to see how well it stacked up against the other two. To start with, I think it's more a competitor with Orb in the way it operates, requires a running computer, fairly intensive software on that computer and your own IR solution if you intend to use a set top box, as I do. Without a compatible IR unit, I used the internal tuner. It worked well with my iMac and it had a great HD from the few unlocked QAM HD channels in the area. The video looked pretty good over wifi, also, but live TV doesn't work at all over 3G. A real bummer because Orb works over 3G without jailbreaking. So I'd say if watching live video is important and you don't want to or can't jailbreak, Orb is the only way to go. Slingbox and Slingplayer have the advantage of not needing a computer, they're standalone hardware wired right to the network. The iPhone software is ok but I'm sure it'll get much better as time goes on as it has on other mobile platforms in the past. It also doesn't work over 3G using a stock iPhone. If you don't want your Mac running all the time, Slingbox is the way to go.
Frankly, I think EyeTV is going back to the Apple store. Not only are Orb and Slingbox better in some ways, the first thing EyeTV software did was not work on Snow Leopard. I had to go into the app package and run a script to force it to run enough to be able to download and install the software update. That wasn't very nice. When it did run properly, one of the first things I ran into was it's telling me that my router is "incompatible" with the software. Sorry, no, the software is incompatible with the router because that router has worked for years with Slingbox and Orb and I've never had a problem with any of them.
So personally, my recommendation is: if you have a PC and you care about 3G and/or video, audio, etc libraries, get Orb. If you have a Mac and care about video, audio, etc libraries and you don't care about 3G, get EyeTV. If you don't want to have a computer running 24/7 and don't care about libraries, get a Slingbox.