For a few feet of coax connecting an indoor antenna, it probably doesn't matter much what type you use. For long runs from an attic or outdoor antenna, type RG-6 coax is better than type RG-59 because it causes less signal dropoff with distance.
If you've got stable reception so the picture doesn't break up, you and your cable company are at the mercy of what the station is sending out. The quality of SD programming upconverted to HD (as in most news, reality and syndicated shows, and re-runs of old series) can vary widely from one station to the next, because the upconversion is usually done locally. Some of my local stations have improved a lot in the past year as they upgraded their equipment.
