You have to remember and be aware that much of the broadcasts that are out there are still not broadcast in HD. Probably 80 - 95% of an average viewers watching wouldn't be in HD at this time. The relatively few programs that are in HD are noticable for the improvements that are there.
HD brings a sharper picture, it's brings (typically) a wider picture that shows films and original HD content in it's original aspect ratio.
For sporting events, the picture is almost infinitely better. For NFL games (as an example), even on a relatively small screen there are benefits. You can see much more of the field in the wider screen. You see players you wouldn't have seen when watching SD broadcasts, or wouldn't see until you got to see a replay and some spot shadow that highlights the player that winds up being the "key" to the whole play.
For MLB games you see much more of the field, so you can typically see more of the field when a player is running for the ball. You see more of the field when a player is running from 3rd base to home. There's more real estate there to see and you miss much less of the play that is there going on.
With NASCAR the image is much nicer, you see more detail including objects on the tracks, damage done to vehicles and things like that. You see more of the track and more of what is going on.
With entertainment shows like Letterman's Late Show, or the Tonite Show with Jay Leno you see more detail in the faces of the guests. Signs and placards are easier to read. Pictures that are shown are clearer and sharper.
If you aren't noticing the improvements it may be that you haven't hit some of the lesser quality channels and aren't watching programs on channels where picture quality is an after thought. If that is the case for you, then consider yourself lucky. I've lived with crappy pictures and hated it. I enjoy my HDTV now, and am very glad I have it. I get more frustrated now at programs that aren't broadcast in HD, or lazy TV engineers that forget to turn on the HD switch when they come back from commercials and such. Once you get the HD and get used to it, you hate life when fed funky bars or otherwise warped images.
Finally, something to consider - if you haven't had your TV set calibrated for best picture quality, then you may not notice that much difference any way. Most TV sets are pre-configured with settings that use very bright colors and brightness/contrast settings. You lose a lot of detail in the image that way. It's done to give an average buyer viewing a set in the store an impression of a bright picture. That is fine in a store, but it normally looks like crap in a home. Getting a set professional calibrated and then seeing the level of detail that has been hidden previously can be impressive. It's not cheap (around $400 when I last checked), but I'm told it's worth it. I've not been able to do the professional calibration here, and have been stuck with do-it-yourself that isn't anywhere near as effective it should be. I did learn a bit about where I should be making changes, but I'm leery of giving myself a much worse image and don't want to enter settings in normally off-limits menus that would screw up my TV.
