HDHomeRun vs. Hauppauge WinTV HVR-2250

2250 will tune analog stations and the HDHR will not. They both tune digital ATSC/ClearQAM stations.

They're generally stored on the PC that has the DVR app installed. If you're using Windows Media Center it will add the HDHR tuners to the pool after installing the HDHR software and running the TV signal setup in Media Center. You specify which drive you want to use for recordings and MC will automatically create a folder for you. If you're sharing the HDHR with multiple PCs you need to install the HDHR software on each of them and set up Media Center on them as well.

these are merely tuners, not dvr boxes.

In WMC, you can set up your Recorded TV folder as a shared folder under Media Libraries. If you have multiple PCs that record TV, you can add their Recorded TV folder to the media library as long as you have set up the sharing parameters in Windows. When you open up your Recorded TV folder, all recordings from the other PCs will appear and can be accessed as if they were in one location. If you're recording OTA broadcasts or copy freely programs on FIOS or digital cable, all recordings can be shared with other PCs. However, if any recordings have the copy once flag then they can only be played back on the PC that recorded them.