I can't comment on your Sky issue because I don't pay for any viewing apart from the License fee so I don't have one.
As for DRM, it is on the increase at present simply because it is too easy to get pristine (i.e. saleable) copies of material that people have invested heavily in, and deprive them of their dues (pirating to you and me).
A LOT of effort goes into trying to devise means of protecting material and that includes persuading manufacturers and designers to build-in DRM recognition.
HDMI (the most convenient connector on the back of your tv) should only ever be fed with DRM-managed signals. So if you send to to a display via HDMI you can view it if you have the correct authorisation (Conditional-Access Card etc.). If implemented properly, the Sky box will record with the encryption still included and you will need authorisation again to view a replay even if you found a way to transfer it to your PC. By the same logic, if you are viewing encrypted material, any non DRM-compliant interfaces (DVI, analogue etc.) should be muted by the box. Only non-DRM material (i.e. media that the originator has decided not to protect) should come out of those sockets.