Yes, COX does offer HD service with their SA8300HD DVR. I currently subscribe to it and love it. We get the following local channels in HD with COX:
5, 8, 8.2 , 10, 12, 15, 61
They also offer ESPN-HD, Universal HD, Discovery HD Theatre($5 a month extra), In-Demand HD 1&2 (Variety of programming including sports, movies, concerts), plus if you already subscribe to Showtime, HBO or Starz, then you get their HD channels as well.