We have "on demand" service through Time Warner Cable, but that's a little different from DVR service. I'm not sure if Comcast offers DVR service, as we don't have them in this area.
"On Demand" service gives you a menu of shows that you can watch any time you want. We have "On Demand" channels for HBO, Cinemax, etc., and also A&E, Travel, Food Network, etc. You can also get pay-per-view movies on demand as well.
DVR service is completely separate. It works similar to TiVO, i.e. it's basically a big hard drive in a box. You can set it to record all episodes of a show, save them, and watch them later. Time Warner offers it for only $5 extra a month, and you don't have to pay for the box, since they include the hard drive in the cable box-- you simply take your box to the cable office and swap them out.
I really want satellite, but we live in an apartment and we're not allowed to install a dish.