If you live in an urban or suburban area you’ll get HD network channels and 10 to 20 other excellent definition channels with a $20 antenna.
Check out the link to antennaweb above.
For the few good cable shows, like Walking Dead, I think you’re stuck though. Downloading them from “link” sites is one option.
You don’t have to download them. You can stream them for free as soon as the episode airs. I was out of town last night and watched the dead at 8:30 west coast time, before it even aired here. As soon as it aired back east it was uploaded to the streaming sites.