For the past few months, I've been running my own MythTV box. Basically, this is a homebrew PVR (personal video recorder) that runs on an extra computer that I have at home.
Since I already have DSL and a home network (and years of computer experience) building this system proved to be quite easy for me, but was helped a lot by Jarod's Step-by-step guide to building a MythTV box under Red Had Linux 9.
The 2 things I like the best about this setup:
1) It's free
2) It's expandable (I was able to add a 120GB harddrive to my existing 80GB harddrive for more recording time)
3) MythWeb allows me to access my system via a web browser...which means that I can "set my VCR" from anywhere in the world!
I went with the Hauppage PVR-250 card which you can purchase at Amazon.com: