I have both HR20, HR21, and find only these differences other then OTA in HR20: 1. Slightly different color schemes (maybe because I use different TV inputs). I like HR21 colors more. 2. Different resolution for program guide. I like the look of HR20 guide more.
The obvious aesthetic difference is that the HR20 is silver and the HR21 is black. They are made by different manufacturers, and I believe the HR21 has a slightly larger hard drive. I thought I remembered that something is different in terms of networking, but can't remember what off the top of my head.
There are a few other threads on this topic out there - not sure how easy they are to find via search (based on specific wording).
Some models of the HR20/21 are made by the same manufacture. IIRC, the HR20-700/HR21-700 are made by Pace and the HR20-100/HR21-100 are made by Thompson. The -XXX number indicates who makes the various STB's for D*.