Depends on the service you use. As a Verizon customer, I can go to their website and select the scores I want and the delivery frequency and it will send me the scores.
Another option is to call "Tell Me" - 800-555-TELL. It is a voice activated service which will give you scores and a host of other information. I find "Tell Me" awesome during college football season when I need the scores for my wagers and I am away from the TV/Computer. Programming Verizon to send me the score for a team that I only care about if I have a wager on them seems like a waste of effort when Tell Me is so much better and close to real time.
I'm sure the HARDCORE guys have better solutions like beppers and such.
BTW, I'm not affiliated with Verizon or Tell Me and something tells me, no pun intended, that I may have violated some policy about telephone numbers or something. If so, mods go to work.