Yeah, I've got the JVC with the built in HD. I don't really listen to the HD channels much, but it is nice. Most of the radio stations I listen to though DO broadcast their primary signals also in HD now, and I do notice a difference in quality on several of the stations.
That said, everyone can recommend satellite all they want. I can't stand satellite. It hasn't proved itself worthy enough of my money. If they offer any sort of demo/trial subscription, I highly recommend that. YMMV on satellite.