When you've picked out your HDTV antenna, there's the simple matter of installing it. If you've selected an outdoor antenna (recommended for most users), you need to mount it.
Follow the directions included with the antenna - particularly any safety directions regarding such installation procedures as grounding and wiring. You should be safe and not burn your house to the ground for the sake of HDTV.
If you've chosen a directional antenna, part of the mounting process is aiming the antenna. The AntennaWeb.org results page includes a compass bearing from your house to the antenna towers, so you can pull out your handy-dandy Boy or Girl Scout compass and do some aiming.
You can also use a signal-strength meter - many HDTVs or HDTV tuners have one built in - to determine how small adjustments in the antenna's position or direction affect your channels. Here's where it's handy to have a set of FRS (Family Radio Service) walkie-talkies, so you can communicate with the person in the living room who's viewing the meter while you're on the roof!
Tuning in to HDTV stations is a truly digital experience - either it works or it doesn't. For the most part, there's none of the fuzzy, half-visible pictures that you might remember from the old antenna days of analog TV. With the proper antenna, properly aimed, you might pick up all your local channels right away.
Or you might not. HDTV broadcasts are still a work in progress in many parts of the country. Sometimes it can be a hit-or-miss proposition - stations that should work don't, or they work only part of the time.
This situation is getting better every day, as broadcasters fine-tune their systems and as HDTV tuners become more sophisticated and adept at tuning in stations. As HDTV becomes more popular, many broadcasters are also boosting the power on their transmitters. (So far, they've been keeping the broadcast power down to save money!)

