For some reason, the sports calendars that Google feature are marked as not syncable or something. If you go to each MLB team's website, they each have a page for downloadable and iCal schedules. (Unfortunately, they seem to be down right now, but you can check back later, I guess.) I have one for the Red Sox which syncs fine. YOu can add the calendar by URL to Google Calendar and sync back to Android.
For the NFL, sports.yahoo.com had .ics files that you could also add, but they are not there for 2010 yet, from what I can see.
This place has NFL schedules (though, again, not for 2010 yet.) You right-click on the link for a schedule that you want, copy the link location, go into Google Calendar. Settings, click Calendars, click Add new calendar, paste in the link.