quick comment regarding my own personal experience with this issue..
I have a KDL-52XBR9. Its TV Guide was configured to receive Rovi data via the cable tuner. A few months ago.. stopped receiving updates. I followed the troubleshooting links on the Sony site.. and read about how data could still be retrieved via the internet. (personally.. still confused if they only killed OTA data.. which i don't use at all.. or if they killed both OTA and cable.. which is the assumption i was working under).
In any case.. simply changing the Guide configurations (deleting all settings -> entering zip code -> choosing internet) ..didn't do a damn thing. The progress indicators for setup and data download both stayed at 0% forever.
I figured I'd need to do a factory reset.. but called Sony for their advice before doing so.. since I'd tweaked all the tv configuration settings.. and their firmware provides no utility to backup these settings to a flash drive connected to the usb.. (which is such an obvious must-have feature.. to backup.. and later to restore.. all of these pages and pages of settings.. rather than to simply erase them). Sony pretty much said (in a polite way): tough.. if you want to backup your settings.. then get a pencil and some paper. Which is what I ended up doing. Once I'd "backed up" my settings.. I did a factory reset: by turning the tv on.. holding the "up" arrow on the remote control WHILE pressing (and subsequently releasing) the power button on the right side of the tv set.. then finally releasing the "up" arrow. The tv will think for a few seconds.. then turn off.. then turn back on.. and display the initial setup wizard. After walking through the wizard.. setting up networking.. scanning for channels.. etc, then press "Guide" on the remote. Again.. first-run setup wizard. After entering zipcode.. and opting to use the internet connection to retrieve listings data, I saw those same two progress indicators that previously sat there idle. However, this time.. they both work. And now the tv has its guide working again. Then.. once that's all squared away.. out comes the pencil and paper.. to do a full "restore".
Incidentally.. I recently upgraded the firmware from v1 to v2 (the current one); huge improvement. Previously, the tv refused to accept an internet connection from my router, which was hard wired. Also, there were a lot of HD cable channels that the tv refused to play.. despite the fact that other (HD) tvs in the house will play them just fine. Both of these issues were fixed with the updated firmware.