I have a 36XBR450. I use the Toshiba DST-3000 HDTV tuner.
Ups for the Toshiba:
-DirecTV, and DTV/HDTV and analog over-the-air tuner.
-Stable operation, set-up, and fairly user-friendly.
-Good picture, though a bit dark on the HDTV content (fixable by adjusting the TV).
-Good aspect ratio control (crop, letterbox, and full screen).
Downs:
-Only outputs 1080i through the component outputs. For the XBR450, what this means is that all content viewed via the component output on the DST (component input on the XBR) will be squeezed by the XBR (it squeezes all 1080i material) into a 16:9 box. This is perfect for HDTV 16:9 material. However, 4:3 material via the component connection will appear in an area approx. 27" in the middle of the screen (i.e., a 4:3 box within te 16:9 squeezed area).
Here's how I get around the one downer: I only use the component connections for HDTV material. All other material is viewed through the s-video connection. This requires switch both the Toshiba to SD output and the XBR to the s-video input (and switching both back to view HDTV). I have a prgrammable/macro-enabled remote that does this with one button. My wife even does it when I'm not around. All in all, not too painful. But, the Sony tuner has the "variable" component outputs that would get around this.
I stayed away from the Sony for the same reasons I assume you are -- reports of problems, especially lip-sync problems that have not been fixed.
Overall, I'm quite happy with the Toshiba DTV tuner.
To answer your other questions:
Yes, you need an antenna. I'll let the DC folks here recommend one -- it varies by your location. My general advice is to get as good a one as you can afford (space and $$ wise). Fortunately, this won't be too expensive -- you can get a good conventional antenna for well under $100. Mount it in your attic or on the roof -- as high as feasible.
I also recommend DirecTV for HBO-HD and HDNet. You'll be very pleased even with the regular (non-HD) picture quality from your over-the-air local digital stations (even via the s-video input). HDTV is great on this TV.
Enjoy!