What specific DVR are you looking at? Most TiVo & Showstopper units work by converting a standard analog TV signal to digital and storing that signal on its hard drive. The analog signal comes from either the built-in TV tuner or from a composite, or S-Video, connector. Once digitized, the TV signal is stored for later replay and added to a 30-minute floating buffer that lets you pause, rewind, and then fast-forward through "live" TV. The digital TV signal is converted back to analog during playback. However, these boxes don't work as well with digital satellite receivers. Problems included quality degradation and a limited on-screen programming guide.
If your looking at a DirecTiVo or Ultimate TV machine they eliminate the problem. Video quality is as good as with standard DirecTV service. That's because the DirecTV satellite signal is already digital, which lets these units write the received bits directly to the internal 30GB hard drive. The digital video signal no longer needs to be converted to analog, transferred and then redigitized.
DirecTV offers digital audio on certain programs, but older TiVo & Showstopper models only work with analog sound. The new combo-boxes add support for 5.1 digital audio and have an optical connector.
The downside of DirecTiVo & Ultimate TV is they cannot record over-the-air channels received via an antenna nor can they record from any external source (no audio or video inputs).
Depending on what your plans are this may or may not be a problem as DirecTV delivers local stations in most areas.