I've had Sky+ over here in the UK for the 18 months and I have to say it works really well!
The most furstrting thing is that you can't at your recorded content to play on a mobile device or to write to DVD (DRM permitting of course )
So I have a second Sky STB (not DVR) connected to my PC which has Windows MCE 2005 installed.
I have this connected to a 17" TFT Widescreen TV in the bedroom and we can listen to our Music when getting ready to go out which is really cool.
We can watch recorded TV in bed and this acts as a backup to the SKY+ which has messed up a couple of times.
My PC is approx. 4-5 years old, so I think it's a little underpowered for MCE but does work really well.
And I can now watch Stargate, Battlestar, etc on my Windows Mobile....