Yes, I definitely suggest getting one with a hard drive too. Of course, you dont need one if you have a PVR with your cable system (Shaw's PVR is good, and is HD compatible too). ExpressVu's is also good, but they dont have an HD one yet.
I dont have a PVR (yet) so when I bought my HDD/DVD recorder last year, and hard drive was a must.
I bought a Toshiba RD-Sx32, which has an 80 GB HDD, and a 2x DVD Burner. I have been happy with it. The best feature is "Chapter Mute" while recording. It adds a video chapter break before and after almost all commercials. Makes it super easy to skip by commercials while watching timeslip or pre-recorded TV (I havent watched live TV more than 5 times since I bought the HDD Recorder). Sometimes it misses the last break and you jump too far, but if you watch the minute counter as you jump chapters, its easy to detect when this happens.
My brother has a Panasonic HDD/DVD recorder. Its the older 40 GB version, and he likes it too. However, once he got the Shaw PVR, he rarely uses the Panasonic. He only uses it to record things to DVD now.
I would say you cant go wrong with either the Panasonic lineup, or the Toshiba lineup. Go for whatever you can get the best deal on. Try and get as big of hard drive as possible, especially if you plan to do a lot of burning; if you arent watching and deleting immediately, the HDD can fill up with episodes you are waiting to burn quite easily. And, for something like hockey, recording on the highest quality is the only option; at that quality, you have about 10 hours / 40 GB's.
When you are ready to buy, check out Ecost, an online electronics seller from the US. They have a great "Canadian Buyer" option, which calculates every cost including shipping, taxes, duty, and exchange right to your door. They are very reasonable. I have used them for some large ticket items, totalling over $3000 now, and they havent messed up yet. They are at
ECost
Hope this helps you out...