There's no contest: if you want consistent and stable reception, your best choice is a good outdoor antenna -- they are better able to focus on the signal you want, and their location gets away from the typical obstructions and sources of interference that you find inside. But maybe you live someplace where an outside antenna just isn't an option... what then? How can you tell the difference between a decent indoor antenna and a useless piece of plastic-fantastic? Here are some things to keep in mind:
1. Directionality is your friend. If you are trying to find your way in the dark, you want a flashlight that concentrates the light where you point it, not one that wastes its energy lighting up your leg and shining in your eyes, right? Same idea with an antenna: you want it to gather the signal coming from the transmitter, and avoid interfering ghosts reflected from random objects in other directions. This is especially true for digital TV.
2. You want as much antenna gain as possible. Gain is simply how much more signal your antenna is capturing from the direction you are pointing it, compared to a completely non-directional antenna. A single rod antenna will give you about 2 decibels of gain; some of the better antennas can approach 11 or 12 decibels.
3. An amplifier will not improve a bad antenna. Be especially wary of inexpensive amplified antennas: often as not, the combination of low antenna gain and high amplifier noise will make the signal worse, not better.
4. Beware of glorified rabbit ears and loop antennas. Rabbit ears (also known as dipoles) and loops are bi-directional: that is, they just as sensitive to signals coming from where you think they are aimed, as they are to signals coming from the opposite direction. This makes them really good at picking up ghosts, which is exactly what you don't want for DTV.
5. Style and function don't necessarily mix. Just because an antenna looks like something from the Jetsons doesn't make it good... and antennas that try to camoflage themselves as something else generally do so at the cost of performance.
So... if you're in the market for a workable indoor antenna, what are you likely to find? Here are some examples.
The Antennas Driect DB2 is actually an outdoor antenna that has become somewhat popular for indoor use where other antennas don't work terribly well. Granted, most folks will find that it doesn't exactly match their living room decor... but it provides about 12 decibels of gain in the UHF band (which, in Syracuse, is where all of the DTV stations are found). You can expect to pay about $50-60 for this antenna. It doesn't have an amplifier, and most people won't need one.
Winegard's SS-3000 is one of the better amplfied indoor antennas available. It's quite directional, and with a high quality built-in amplifier, shows an overall gain similar to the DB2 above. Notice the metal grid screen... this is largely responsible for its ability to ignore interfering signals from the backside of the antenna. The SS-3000 covers both the UHF and VHF channels, so if you live where there are (or will be) DTV stations in the lower channels -- Rochester, for instance -- this is a good choice. Expect to pay around $60 for this model.
The Zenith ZHDTV1 "Silver Sensor" is a UHF-only example of a "log periodic" antenna, which has less gain than the shielded bowties above, but more gain than a loop... typically about 6 or 7 decibels. This antenna doesn't have an amplifier, but in many locations that is okay -- and remember, no amplifier is better than a bad amplifier. The Silver Sensor should run somewhere around $40.
This is an example of a UHF log-periodic antenna with a set of rabbit ears built in to extend coverage down into VHF channels (they aren't visible in the photo). This one is a Terk HDTVa, and includes a built-in amplifier. Reviews are mixed on this antenna, and one of the more frequent comments is that it tends to fall over too easily. The amplifier is also somewhat noisy, as amplifiers go. The Terk sells for about $45.

Here's what you generally want to avoid: an combination of rabbit ears, loop antenna, and a noisy amplifier. We will omit the manufacturer's name... but you can find examples of this with most name brands stamped on the box. From a technical point of view, it combines all of the things most likely to mess up your digital signal, together in one convenient package. You can pay about $25 for this... or more, if you go for an especially futuristic design with lots of "special" features.
Okay, how about an antenna that looks like something else... in this case, an 8x10 picture frame? This is an Antennas Direct PF7, and is basically a UHF loop in disguise. At about $50, it seems like a rather expensive way to get mediocre reception... and, Murphy's Law being what it is, your best signal will probably come from aiming the thing in a direction you wouldn't set a picture frame. If your main purpose is to get a good television signal, you will probably do best to stick with an antenna that's designed to be an antenna first.
Is there a place to compare different antennas? You bet... HDTVAntennaLabs.com has a pretty good chart, ranked by user reviews.
Have fun!
-- Jeff