It's fairly easy to record OTA TV with units such as the Home Worx DVR. The problem arises when dealing with cable TV. Many cable companies used to deliver some basic channels unencrypted. These channels can be recorded on units such as the Home Worx. Most cable companies are now encrypting all channels. To record encrypted channels requires a unit that will accept a CableCARD. The cable company can provide a card to plug into a unit that accepts one.
The simple answer as stated previously is to use the cable company's DVR. Tivo is one option but it is expensive and requires a subscription for the program guide.