It's getting so that you won't have a choice. OTA broadcasts require a converter box if you want to stick with a "legacy" set. These are increasingly hard to find (they aren't designed well -- I've repaired probably a dozen for our home alone! They were an "interim measure")
CATV requires a converter box -- another "closed" system that can tattle on you however the cable company deems appropriate (it can do the same sorts of things that I'm predicting smart TV;s will be doing).
Ditto for DishTV, etc.
Streaming services can install proprietary software and similarly impose their data collection policies on you -- forcing you to interface with it as *they* deem appropriate.
I use a media tank approach as a fallback for the DTV converter boxes (I'm down to my last pair of those and have no desire to repair them, again). But, this is out of the reach of most users -- it's far from "turnkey". Plus, many of the glitsy features that you might want require an internet connection; so, you've explicitly opened the door to intrusive behaviors!
(it's not possible to design a packet filter that blocks all "undesired" traffic -- unless you literally inspect the packets with your own eyes AND are aware of all the various tunneling schemes that are relatively easy to use *through* firewalls; couple that with the concept of essentially having installed a "plug" in your home and you've given them a potential beachhead. I.e., unless its ALL FOSS *and* you examine and build all the sources by hand, you're at risk)