I used a cheap WinTV Radio off of eBay, and used a prebuilt distro called KnoppMyth, which is basically a Knoppix install customized for MythTv--basically, its Debian.
As for advice, be patient, and know how to work a message board, you will probably be frequenting them for help. Its a lot of fun though.
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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