Swap the cable box for an antenna
If you like what you see, the next step is a one-time investment in an HDTV antenna. Depending on where you live, this can mean a trip to the local mall for a $20 tabletop model, or a new rooftop antenna and, presumably, somebody to install it. Like the real estate people say, the key consideration is location, location, location. Your distance from the broadcast towers is a major factor, but so is elevation, and local obstructions that may come between you and the TV signal. Strangely, I've found inexpensive HDTV antennas that have no chance of bringing in a signal anywhere near my suburban home being sold at the mall down the street, so your local retailer is probably not the best source for a recommendation.
Turn instead to another website, AntennaWeb.org. It's sponsored by the Consumer Electronics Association (CEA) and the National Association of Broadcasters, so they're not interested in selling you a particular brand of antenna or convincing you to buy more than you need.
The CEA has created a color-coded rating system for outdoor HDTV antennas, based on how well they pull in signals from different distances and multiple directions. At the website, you enter your address, indicate whether there are any local features that would obstruct a signal (tall buildings, for example), and how high off the ground you're planning to mount the antenna (a one-story or multi-story building, or an actual height in feet if you have it). Click "Submit" and you get a listing of all the stations broadcasting HDTV in your area, and color-coded recommendations for the type of antenna that will provide good reception. They even provide the compass direction you'll need to point the antenna. Using this as a guide, it's easy to shop for the right model by looking at the color-coded label on the box. Unfortunately, most online retailers don't provide this information in their product listings, so you'll either need a trip to the store or a call to an installer.
More free HDTV
Just one more consideration: multiple TVs. As with cable or satellite, if you want the antenna signal to reach more than one room you're going to need some wires and a signal splitter, preferably one with a built-in amplifier. Fortunately, none of this gear is very expensive (a basic splitter with amp runs about $15 online). As for whether you want to string the cables yourself or call in a pro, that's a personal decision. There's nothing technically daunting about the project, but the pros have been known to do a neater job than a homeowner with a drill and a gleam in his eye.