On the quality front I can't fault the Foxsat HDR. I have a 40" Sony LCD and my picture is very good on both SD and HD. The strange thing is that the picture is slightly better from an SD recording than it is from an SD broadcast, with the exception of Channel 5. That's very good indeed.
I only have one problem and that's that very occasionally a 30 minute programme will record for 90 minutes, but I have a feeling that may be down to the broadcaster. It's not an issue when I watch and delete, but a bit annoying if it's one that I'd like to keep as there's no editing facility.
Can't comment on whether picture quality is better on your Sky box, but as it's essentially the same satellite signal I wouldn't expect there to be much difference. I've only seen a blocking problem a handful of times in the last 6 months, and that's only been for maybe 2 seconds on each occasion.
You have to have a little patience with the Humax though - it sometimes responds quite slowly to the remote. It's not as instant as I'd like. Multiscreen for sports on BBC is quite good, thankfully, as there's no sports channel as such, but that doesn't bother me greatly.