We had Foxtel fitted yesterday. Foxtel is basically the same as Sky in the UK (both owned by Rupert Murdoch).
The biggest revelation (they didn't tell us this when we ordered it) is that we can't get Channels Seven or Ten through Foxtel, which is a bit of a bummer because Seven and Ten are two of the main channels that show the programmes we like, such as Lost and House. We can still watch them by changing the AV mode to Digital or Anologue, we just can't record them. The reason we ordered Foxtel in the first place is so that we can go back to watching programmes when we want to watch them and forward through the adverts (of which there are far too many in Oz), like we did using Sky+ in the UK. So it's a bit of a let down.
Apparently, the reason Seven and Ten aren't available is because Foxtel want to charge Seven and Ten more to carry them over the Satellite subscription than their main rival Channel Nine. Why? Because PBL owns Nine who also own a 25% share in Foxtel. So Nine gets a discount. Seven and Ten are rightly not happy about this so until this is all sorted out I can't watch House at the weekends and forward through the adverts. I've got a mind to write a strongly worded letter!
In comparison with Sky, there's not half as many channels on Foxtel, but they have started to trial on-demand programmes, and there is a free Foxtel Active service called Air Active which lets you listen to different music channels which display the song title and artist playing. HD hasn't launched yet on Foxtel either although I do believe it is due imminently.