Even if you do have to get them from your cable or satellite company, you wind up paying less. And there are other options besides getting one from the cable company. You can get a Tivo just about anywhere, and if you DO have satellite many of the Best Buy/Circuit City type stores sell DVR's for satellite TV.
They also sell, what I am going to call a Universal PVR... Its like a VCR but no tape, just a Hard Drive instead. It's basically what I have.
How does the cost of a PVR compare to a DVR or DVD Recorder?
I
bought* a Comcast PVR for I think around $400 new. A PVR and a DVR are the same thing. Basic level DVD recorders go for about $150.. My DVR system from 360 Systems cost about 6 grand
* You can buy a cable box, or you can rent it.. I think the rental on this unit (Motorola 6412) was under $20 a month, purchase price is around $400.