Receiver features.
FYI,
HD radio is only found in major markets, (i.e. the big city) so I wouldn't pay too much attention to this feature. Most any new receiver model can connect to XM or Sirius satelite radio which is available anywhere in the US for a monthly fee.
There are several good receiver options from Yamaha, Denon, Pioneer, and Onkyo in your price range. Models in the $400-500 pricre range include plenty of power and the latest HDMI features. Above that receivers start to add more HDMI inputs, video scaling, and networking features.