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As an initial skeptic who had to hear my husband talk for months about the awesomeness of HDTV and finally giving in recently, I can say yes, there is definitely a difference and it's much better than standard TV. I agree with Toshiro—Discovery Channel does this amazing show called "Sunrise Earth" and every morning for an hour they show (without music) nature shots of some of the most beautiful places on the planet. The detail that I can now see is amazing, where it would have been blurry on a tube set.
Yes! Especially when watching newly shot material that is HD to begin with. A great way to see the difference is to watch the Discovery channel (who typically has an analog signal on local carriers as well as an HD) and switch between the two. The difference is absolutely distinguishable to anyone.