Sony cannot sue the end user. We are merely accessing what's available to us. The whole lawsuit with the RIAA and filesharing was due to massive uploaders, the only time that I heard they sued anyone for downloading, was someone who had downloaded over 1000 songs in one day.
They may sue the people over at E3, they may sue the hackers who develop cfw but it's very rare that anyone would sue end users...yes even Sony. If that were the case you would here about MS or Apple suing people who are using pirated or cracked copies of their software. Worst they can do is ban your console and go a step further and ban your account to add insult to injury.