You need to get an HD DirectTV box. You can get the local HD channels free, but you need an ATSC tuner. If your TV has that built-in, then you just need to attach an antenna to the TV. If not, you have to buy a seperate ATSC tuner box.
If it's a large retail store, I think some of them scan the serial number during the checkout. They might be able to find your receipt in the system using that.
What's the issue? That they left it in front of your door? USPS does that all the time if there's not enough space in your mailbox for large packages.
UPS does this too, unless you request that a signature be required upon delivery. I think Fedex is the only carrier that requires this by...