Pretty-much what the other guys have said. Very few decent makes have a proper in-built PVR. Of those that did, you'd have found it was either a poorly implemented in-house solution, or when done right, the set cost was disproportionately higher than a TV with a separate box.
The other major flaw in the plan was serviceability. If a stand-alone PVR breaks down, you either have it repaired or replace it. When its an inbuilt unit, then the whole TV has to go off to be fixed, or you purchase a new external PVR and abandon the built-in one.
What I also noticed was that the TV choice itself was poor for PVR-inclusive models unless spending premium-product money.
Plenty of TVs support recording to a USB port. This could be a USB stick or a USB drive. The catch is that often the TV has only one tuner. That means if you're watching then you can't record from another channel at the same time. A stand-alone PVR doesn't have this problem. They generally have two internal tuners, plus you still have the TV's own tuner.