Doubt you'll find any TV's with an inbuilt HDD, I've not seen one, but there are plenty out there with USB connections that will take an external HDD with the ability to record. You will of course have to check the specs as not all USB's have the ability to record, some just have a simple playback function.
Depending on how much TV you watch, it might be worth considering a TV with a twin tuner, this should allow you to record one channel while watching another, a TV with just a single tuner will only allow you to record a single channel.