I loved HDRadio when I had my Kia, it sounded much better than the regular FM station, and several of the extra channels in my area played better music with less or no commercials, so it was all win.
I thought the HD sounded even slightly better than xm with the same car/radio/speakers, and it still worked while going under bridges/garages.
That said, I agree with others that the signal range is less than the regular FM so it's possible depending on the station and your location to be in an area where the HD switches on/off, annoyingly.
I was pissed to learn too late that my current car, while better in most ways, lacked HD radio (and backup camera, ugh). I test drove with the radio off and just assumed falsely that all new cars with xm included HD radio.
IMO, if you spend a lot of time in the car and like good audio, you will want to make sure that any new car you buy has HD Radio. I know that any future cars I buy, it will be a mandatory feature for me.