You live in Philly! How can you not have Phils-mania already?
Go to a live event and it will change your perspective. My #1 favorite thing to do in the world is go to a baseball game. ESPECIALLY a Phillies game -- they have the best crowd in baseball (and one of the best in sports) in terms of fan support, enthusiasm and the like. And there's awesome food. Seriously -- go to like 2 or 3 baseball games, particularly with a knowledgeable fan who can talk you through what's going on if you don't know -- and you'll probably get hooked.
Baseball might not be your speed though. Basketball, in person, will wow you -- these guys are so absurdly athletic that it's like you're watching people from another planet. The guy Dirk Nowitzki we're all talking about now in basketball is a 7'1" German guy who pretty much never misses a shot, no matter how crazy the angle he takes is. And Dwyane Wade (despite being on the despicable Miami Heat) can pretty much fly. The Sixers are kind of a snooze to watch (the team's pretty good and exciting but they don't have a huge star, they don't get big crowds, the arena's annoying). In Philly, we're also blessed with six college basketball teams. They routinely play each other at The Palestra on Penn's campus which is like a museum. A St. Joe's/Villanova or St. Joe's/LaSalle game will be packed and super enthusiastic.
I'm not a fan of football at all, but there is something to be said for hanging out with a bunch of your friends and watching a bunch of games.
I'm not a hockey guy either but I can see the attraction -- super fast paced, great crowds, huge hitting, etc.
Just give it a chance live!
One of the best part about liking sports: You feel like you're part of something bigger, in a way. I really feel like that the city of Philadelphia has improved pretty much walk-in-step with the Phillies ascent from being garbage to awesomeness. I just love being at some divey bar and going nuts over some game.
Also, if I'm out somewhere in Philly and I'm surrounded by people I normally would associate with, I can find common ground with an irrational love of the local professional baseball team. It also really helps at the workplace and at family functions, too.
There are so many baseball books out there that are pretty much great pieces of literature. There's one that just came out called Bottom of the 33rd that's about the longest minor league game ever played -- but it's more about the life of everyone who played in a game like that.
And the best sports movie is Hoosiers.