I also have Comcast, and if you connect your SB HD directly to the wall feed without a cable box, you will be able to use the internal tuner on your SB HD to receive only those stations that Comcast is required by federal law to provide in unencrypted form through the wall connector. In my case, Comcast provides this way the local affiliates of the big networks, some home shopping and religious channels, the local community network feeds (e.g. city council meetings) and the odd foreign language channel. Some of these channels are delivered in HD, some not.
But to watch all of the encrypted channels that Comcast delivers with its regular subscription service (e.g., ESPN, CNN, History Channel, HGTV, etc), you will need a Comcast cable box or their Digital Transport Adapter (basically, a "no frills" cable box) to translate the encrypted channels into a format understandable to the SB. In this case, the internal tuner of the SB HD is NOT used to locate and control the channels, and the virtual remote that you program for display on your computer's Slingbox player will be a clone of the remote that comes with the cable box or Digital Transport Adapter.
So, to provide all channels that you currently subscribe to in HD to your Slingbox, you will need at lease one HD cable box (upstream of your SB HD, with pass-thru COMPONENT (do not use HDMI) cables connected to your HD TV. But, in this case, whatever the SB HD is slinging is what you will also see on the TV. If you want to display something different on the TV while simultaneously slingling a different HD channel out to Internet Land with the slinging, then you will need TWO HD cable boxes -- one going directly to the TV, and one going directly to the SB HD, connected on the input side of the cable boxes with coax to an RF splitterthat you attach to the cable coming out of your wall outlet.