Ok I think that OAuth is a good solution, but there one problem - users of my app must to launch web browser, enter their login and password, remember oauth_verifier and then launch program again and enter oauth_verifier into it.
So I believe that more easily for user will be use only web browser to manage their fantasy sports data.
For example Twitter also use OAuth, but as far as I know it don't require launching of web browser to get oauth_verifier.