I have DirecTV w/ the locals and HD package. The locals come in via SD. There's a whole big hub bub about new satellites providing locals in HD, but then those will require waivers, FMU. It's whole big political mess.
Fortunately, I'm in a region (SF Bay Area) where there a lot of over the air (OTA) HD channels. In fact, with an external antenna, I can pick up over 20 different stations. I've even set up my parents w/ obsolete Voom boxes so they can get about 10 or so HD OTA channels.
Any HD receiver from DirecTV will receive HD satellite channels and OTA HD channels.
Not sure what the deal is w/ Dish. I know they have an HD PVR (921 I think). From reports I've read, most users aren't happy because it's pretty buggy. Don't know if it supports HD locals or OTA, though. You might want to try one of the satellite discussion boards.
I know Comcast has both cable and local channels in HD. BUT, if the local channels can't provide HD content because of various network agreements, then you're hosed because typically those cable boxes don't have OTA tuners. Comcast does have their own HD DVR now though, and it's WAY cheaper than the HD DirecTivo. Most of my friends that have that are happy.