I'm not sure what you're asking. The only packages that include ONLY HD channels are the TurboHD packages. These aren't even available to existing customers yet without going through some hoops, but should be soon.
Since you said "upgrade". I assume you just want to add HD channels to your existing package. You just pay an extra $10 a month, and any channel that you already receive that is available in HD will be added, along with three other channels that are only in HD. (HDNet, HD Theatre, & Palladia.)
Beyond that, there is an option to add some more HD Only channels for another $10. It isn't a very good deal...there's only 7 channels, about half sports and half movies. There might be 2 more channels coming to this package soon, but it's still a lousy deal. (DirecTV charges only $5 for a similar package.)
If you wanted to get a TurboHD package, your locals would not be affected. But you wouldn't be able to get TCM or any other national channel that is not available in HD. TCM is the channel keeping ME from moving to TurboHD as well
The answer to your last question, unfortunately, is no. Officially, anyway. You can always "move" to get other locals in HD...others here can give you advice about that.