I have a HD Homerun Prime, cable card from my provider, and use a container that scrapes an open channel guide to get program information. If you are looking to do real dvr functionality you may opt to pay for programming information. Setup works well for me, they stopped selling the prime, but you can probably find them on eBay. Their OTA tuner works the same I suspect.
No problem, check out RetroGameCorp on YouTube for reviews of handhelds, as well as guides. There was also a (hate to say the r word) reddit thread that had some great sources for roms too.
Loving my Ayn Odin. With little effort it will handle up to PS2 and will even handle some Wii and 3DS games. Form factor is comfortable. I'm really happy with the retro experience on it.