My family doesn't have cable, either. Until a few months ago, we had the ~$15 plan that gave us very basic channels, but the cable company basically told us that they would keep raising the price of the basic package until people bit on a slightly-more-expensive digital package. It was NOT worth the $$$$$, especially since we aren't big TV watchers. Kudos to you and your family for not wanting/needing a cable package! We're right there with you!
My husband and I have the Zenith boxes (I'm 99% sure we bought them at Radio Shack), and we really like them! They cost a little money on top of the coupon, but it wasn't too much, and the box is far superior to the one my brother-in-law bought at Wal-Mart (I'm having trouble remembering the brand, but he ended up returning it and getting the Zenith box). With the converter box, we actually get many more channels than we did with the super-basic cable package (for example, now ABC has its normal network, a retro channel, and a weather channel), and it's been fun to see new channels emerge!
Good luck, whatever you decide!