Had Sky HD and BD for about 8 months and can't really see the difference. Currently watching "no country for old men" on sky HD and really can't see a lot of difference from the BD.
I find that the larger the screen, the easier it is to see the differences, and on anything less than around 42", very hard to spot at all, although viewing distance also plays a large part. For me, in my cinema room, i have a 9feet wide screen and so the differences are very apparent
Comparing a 1080i broadcast by sky to a 1080P BD disc is hardly the same
A (slightly) fairer check would be to compare the BD player outputting 1080i and 1080p (Although unfair as it would have to convert to i then the tv back to p again)
In answer the equipment used can make quite a difference. All 'interlaced' material is converted into 'progressive' before its shown anyways so its partially down to ~
What its originally recorded in
And the quality of the conversion process
If the tv has a really good 'deinterlacer' then your going to need VERY good eyes to see a difference