I've got a 42 HD TV and Sky HD. The most noticable difference is when watching sport in my opinion. With films you can see it and it's noticable but sport seems to really jump out at you.
I watch cricket and on the normal channels, through the same sky box on the same TV, you can't really see any detail of the pitch. Watch it on the HD channel, and you can see exectly what the pitch is doing.
Oh and going back a little, someone mentioned using optical cable for the sound output track. I had a friend a few years ago (test / repair engineer working on satalite multiplexers) who told me that the co-axial digital ports were often better. Yes, a digital signal is not dependant on the transmission media, but apparantly the componants used to terminate the optical cables are often cheap and a bit rubbish, i.e. more likely to error or go wrong. Where the co-ax componants were often better quality. That might not be the case these days, I use both and no problmes with either, but I tought I'd mention it.
