Rogers has not enforced the blackouts for a couple of years now. Management has changed this year, and they still retain the right to enforce at any time, but I'm not expecting it. Otherwise, it would work with a VPN.
If you want a cheaper option, hardware-wise, you could get a Chromecast. For $45, they'll get all the content you want. You might have to use Google Play Movies & TV to buy TV shows instead of iTunes, but it definitely works with MLB.tv, and I believe this year it works with NHL GCL. Keep in mind that you may be blacked out of certain NHL games via GCL, especially if you're not a cable subscriber.
A Chromecast does require a smartphone or laptop to control it (though it does stream directly from the internet, not via the phone). If you do consider that route and you're using iPhones, make sure you purchase content via the web versions of services like Google Play Movies & TV, otherwise you may be paying an Apple premium. It also doesn't have apps or the other bells and whistles of an Apple TV.
If you're looking for reassurance, this is what I have done for a couple of years now: Netflix + MLB.tv + season's passes via Play Movies & TV + Chromecast. It works great for me, and it's only about $300/year. Keep in mind though, that if you enjoy "event programming" like awards shows or one-off's, you may not have a good way to access that.