I'd start at
http://www.tivo.com/1.0.asp and kind of take it from there. Do you want HD? That would be the S3.
Yes, you do need a box and you will need to sign up for service. However once you've experienced TiVo you'll never want to go back to your VCR.
To be fair, cable companies also provide DVR's however their interface is no where near as good as TiVo. Comcast customers will soon have TiVo software in their boxes.
If you are strictly an over the air person the only TiVo that can help you will be the Series 3.