Step One: Find your zone
Your actual antenna selection will heavily depend upon how far you are away from TV stations. If you are in the City or a close suburb, you will most likely be looking for a short range or mid range antenna.
If you are more the 40 miles away from the main TV stations, you should do a detailed mapping using the nifty government site:
Step Two: Pick Indoor or Outdoor
If you are in a short zone (yellow, green, light green) you have the choice of an indoor or outdoor antenna. The best benefit of indoor antennas? No roof work. The down side, you'll probably need to consider an amplifier if you're having signal problems.
Outdoor antennas will require basic installation, but its a very simple process. We've picked brands and models with great instructions.
Step Three: To Amplify or Not?
Buying an amplified antenna or an additional amplifier will heavily depend on your location. If you're definitely far away from the stations and can barely get signals now, start with an amplifier and antenna.
If you're in the city and get good reception, you can probably skip the amplifier.
Suburbs? Best bet is to start without and add later.