As far as I can see, the main difference is that the EyeTV software supports the EyeTV HD's IR blaster, allowing you to change channels from within EyeTV. It doesn't support the Hauppauge HD PVR's IR blaster for some reason, so if you want to change channels from EyeTV you'd need a separate IR solution like IRTrans or ZephIR. If you just want to capture already-recorded stuff then that won't matter and otherwise the EyeTV software seems to support the HD PVR well.
Thanks for that detailed information. I will probably go the HD PVR route.
BTW, there is other Mac software to control the HD PVR. I will try that as well. I think the guy works for Hauppauge and wrote that software before EyeTV supported the device.