Hi folks, I work in my local Sony Centre, been within the industry for a good number of years, let me try and clarify a few things I've seen in this post
The KDL40W2000 is a 1920x1080 native resolution screen. It can obviously handle up to 1080p modes.
Being 1080p mode (HD1080, or FullHD, depending on what sticker is being shown!), means the set can display all 1080 lines at the same time, without need for refresh or interlacing. So, for example, your PC monitor which can display 1280x1084 is similar, except with a slightly lower resolution.
Now, when showing a FULL HD signal, from say, a blu-ray player, which can be set to always show a 1080p signal, regardless what the source is (known as upscaling), the panel will show all 1080 lines at once, with no need to interlace the signal.
1080i, which is interlace mode, and the highest mode that Sky HD can broadcast at, shows 525 ODD lines, then 525 EVEN lines of the same frame.
So, to answer the questions posed:
Will the TV show a 1080p mode natively. Yes it will.
Will the TV show a 1080i mode natively. It will show the odd/even frames on alternate lines. So yes, in a way it is native. Obviously the overall framerate will reduce to 25Hz, but then if it's say, a movie, that won't matter. It is noticeable more on a live broadcast, where the framerate will have a much higher impact.
In most stores, the aerial is boosted over a large network of cables, resulting in very poor SD (and even HD via Sky) picture quality. At home, it is VASTLY improved.
And don't forget upscaling machines will interpolate the missing lines to show a higher resolution picture. This is not the same as interlacing.