Sky Player has been rebranded today, now known as Sky Go it enables users to watch their Sky programs on a multitude of devices including Computers, Xbox 360's and iPhone/iPads.
Sky Go is the merge of Sky Player and Sky Mobile TV, this service will be free to all Sky Subscribers using your existing account details. You will be able to register 2 devices to use this service, currently there appears to be no way to add any further devices for households with lots of mobile devices.
This service is limited to being in the UK, you won't be able to stream the content while abroad.
For users who aren't a Sky subscriber, you can pay to use the service for £15 per month.