Toshiba's Regza Z, H and C series
Nah, Toshiba's Regza series aren't the first HDTVs with integrated DVRs, not by a long shot, but it's not just DVR functionality these things have. You may remember Toshiba's MetaBrain, kind of like MSN TV, except Japan-only (of course) and integrated into your television. Well, the Regza's have it, but that's not all: the 32 to 42-inch H series also have a 160GB drive, and Ethernet for streaming video, the 26 to 37-inch C series will just have the Ethernet, but the only drive will be the one in your PC, and the 32-inch Z series seems to be just a straight up HD set.
