Bottom line in case you don't know is that you need to use this version of the app and use OTA Voodoo Rootkeeper to hide the root before using the app (Sky has blocked rooted phones from working).
Problem No. 2 seems to be that Sky checks for custom ROMs and kernels so it is very hit and miss as to which handsets will work. So far I have tested MIUI (unsuccessful), MS2Ginger 3.0 (successful but didn't like the ROM) and stock UK GB (via santi's Nandroid backup - unsuccessful). Some guy here has managed to get the app going on a stock ROM so I'm currently flashing the SBF via RSD Lite to see if I get any more joy.
Anyone else here had a go at getting Sky Go working? If so, which ROM are you rocking?