Without knowing what stations are in your area, it is very difficult to tell you what you're missing. Understand that when DIRECTV does carry your HD LIL, it will likely only be the ABC, CBS, Fox and NBC primary feeds (assuming they aren't owned by certain obstinate companies). You'll likely need an OTA antenna to get any subchannels and other networks (PBS, CW, MNTV) that interest you.
Connecting an OTA antenna without SWM is a chore. You should run an additional coax to each receiver that you want to watch OTA on. Of course if you live close enough to the broadcast towers, you might be able to get away with a set-top antenna.