Most buy a DVD Recorder and connect it to the DVR they can be found at WalMart and online at Amazon. You get to make a DVD that plays in the unit and when you Finalize it plays in most DVD players. You could also transfer the data to a computer yet thats a lot of extra work as you have to import it then make it into a DVD then burn it they look good just a little more time.
Amazon we like it as there are some really inexpensive models we found one for $54.
http://www.amazon.com/s/ref=nb_sb_ss_i_0_12?url=search-alias%3Daps&field-keywords=dvd+recorder&x=0&y=0&sprefix=dvd+recorder
Walmart a tad bit more yet closer probably
http://www.walmart.com/search/search-ng.do?search_query=dvd+recorder&ic=48_0&Find=Find&search_constraint=0
So basically your running the cable from the DVR to the DVD Recorder then that will record the shows, then you run the HDMI cable to the TV. Looks good and works great we use the Toshiba line as they have a thing called Upconversion where it takes the video signal and makes it look better, many others are jumping over to that feature.