Here's an update for all. Sorry, for the delay but sometimes work gets in the way.
So a few things have changed. Got a new box from Amazon to see if it was indeed the box. For whatever reason, if I try to scan cable first, I get nothing. However if I let it scan through ANT, then do a cable scan, channels are added.
Quality on the channels is EXCELLENT.
In addition to getting the new box, Cox also came to do a professional install so I can try out their Cable/phone/internet package. Not sure if I'll keep it but it was free install and I got a month to cancel. Anyway, it turns out that the signal coming to my house was very weak. We had the basic internet with them before and we were always having connection issues.
Anyway, with that fixed I will test out the old box before sending it back to see if indeed it was a dud or it was just my stupid signal to begin with.
Main thing is channels were added and they look great. Still a lot of channels that were added that have nothing on them (not sure why that is) so I will be deleting them one at a time. Will then go on to testing the PVR stuff.
So far, the interface (as a lot have complained) is lacking and doesn't seem too user friendly.