Is there such a thing as a third party DVR that works with cable?

I’m confused; you said in the OP that you have a cable subscription with HBO and Showtime premium channels but also have the option of switching to Comcast. What is your current cable company? I think it’s unusual to have more than one option for cable (although satellite, FIOS and Uverse are options in some places).

And yes, Comcast sucks. But so does every other cable and telecom company.