I do not own TV but I do enjoy watching certain shows streaming on free internet sites. Is it illegal and considered piracy to watch TV episodes for free not on the main website of the channel that originally airs them ie: NBC, FOX...
Just wondering

Depends on the site. For example, Hulu clears the rights for each show it airs; so does Fancast (which is a subsidiary of Comcast). Same with iTunes. In the UK, you have TVCatchup. Most legal services are regional; TVCatchup's not currently available outside the UK, for example . Check the FAQs or Terms Of Service on each site to see whether they claim to have rights to show the programs on their site.

While I am a staunch advocate of copyright protection, I wouldn't be concerned with that at this point. Since you are only viewing the program online and not making copies, then you would not be liable if the site providing the videos was doing so illegally.