NFL... I've been to a couple of Giants games including the one where Strahan broke the sac record when Farve took a "dive".  You are correct, tailgaiting and game was an awesome experience... and the seats I had at Giants Stadium were always in the sun on the lower level, so it was never too cold... BUT, the NFL has a lot of break in action as well... All the damn TV time-outs, teams running off the field, etc....
NHL... Been to quite a few games at the Rock and Brendan Byrne Arena... Loved going to games! Saw the Devils kick the ass of both the Flyers and Rag$ more than once each, Penguins as well... Great Action, great intensity!
MLB... Love the game, but it does have a lot of breaks in action.  While the game might not be as good, minor league games are FAR more fun and FAR more family friendly.  My kids had so much more fun at the Railriders game last year than at the Yankees game this year.
NASCAR... Depends on the track and your seats, but not only can you tailgate before and after, you can actually spend the night and camp... I had tons of fun, saw lots of crashes, and I've only ever been to Pocono...