To the OP, I had one of the nicer DVR boxes from Comcast. I believe it was a Motorola unit. It drew less than 50-60W, but I do not know the exact amount. I plugged my surge protector into a Kill-A-Watt, which powers my plasma TV, 3 consoles (360, PS3, Wii U), stereo receiver, subwoofer, and, of course, the DVR box. With all devices but the DVR box set to off or sleep (ex: subwoofer "sleeps" until it receives a sound signal), Kill-A-Watt reported 40W or less. Some of that came from the other devices in sleep mode, so I'm guessing the DVR box drew maybe 30W. I can't imagine it drawing more than 50-60W when playing HD material and recording at the same time. I could be wrong, but the DVR box was "idle" most of the time anyway.
I can't speak for other DVR boxes, but that's fairly low. I'm not sure I would put that anywhere in the top 3 power-consuming devices when I have 3 gaming rigs alone (1 is mine) that draw 100W+ on idle and are each on for maybe 8 hours a day or more. Oh, and the plasma TV. LOL. That beast can draw close to 300W at times depending on what it's displaying.
I use an mATX HTPC computer with a cable card tuner (Verizon FIOS). When not in use it is in sleep mode and consumes >5W. The other TVs use extenders that use very little electricity when powered off. A quick calculation would indicate that I save @ $10 - $12 a month in electric vs. using cable boxes.
There are some drawbacks in the I don't get on-demand or PPV programming. On the flipside my box has 4 tuners and I could upgrade to a 6-tuner version if I wished. I can also do Netflix, Hulu, You Tube, Vudu, etc; stream DVDs, Blu-rays and music from a local server; and bring up a browser and stream from whatever is available on the internet. The HTPC has a BD player too with TotalMedia Theater so I can also slap a Blu-ray disc in if I like. As a final bonus the cablecard rental is $2.99 a month. If I had 3 HD cable boxes with DVR capabilities that would cost @ another $45/mo.
I have also replaced my DVR box with an HTPC using a Ceton PCI-E cable card tuner. It draws more power than the DVR box, but it is around 30-40W idle and spends most of the day in sleep mode (very low power consumption). I'm not sure how much it draws while recording and watching TV, but it shouldn't be too bad. Even if it were running at full load 24 hours a day, I calculated out the power consumption vs. the $18/mo I was paying to rent a DVR box, and I'd still save around $10 a month with the HTPC. The HTPC will easily pay for itself in a couple years, not to mention the added value it provides over a DVR box (it can do ALL the things).