One other note: The cable you connect your box with your tv is very important for HD. If you are using the RF coaxial output or the composite output, you will see no difference between HD and SD. Hook up component, dvi, or hdmi and make sure your set top box is outputting 1080i, you will see a difference.
I disagree. Using a DVI or HDMI cable will certainly provide the best picture but if by using a different type of output cable degrades your picture (assuming you are watching HD programming and your TV and box is set properly) to the point where you cannot see the difference between SD and HD, then you have other problems!