When I set up the DIRECTV HD DVR, DIRECTV doesn't give local channels in HD, so you need to connect an ATSC antenna. I first tried the Zenith Silver Sensor Digital HDTV Indoor Antenna. It only worked for some channels. When I looked closely at the box, it was only a UHF antenna.
I then bought the Terk HDTVi. This antenna allows me to receive most of the ATSC channels in my area.