I'm afraid you can forget an internal antenna.... The chances of you being in a signal area thats good enough for one are virtually nil. You need to connect to the external antenna.
I've heard of people living with Line of Sight to the transmitter not being able to get the internal ones to work!
I own a freecom stick, and an MSI one (as well as an ATI All in Wonder which I use day-to-day) and far prefer the software (Totalmedia) that came with the freecom one.
My dad owns a cheap Kworld one (thats a box connected via USB rather than a stick) and although I'm not a fan of the software, he's happy enough.
I'm not convinced theres a huge difference in the hardware between most of these sticks (the chinese manufacturer Twinhan seems to be behind a good number of models) so make your mind up on the software
There are a few open-source DVB-T capable tv viewing applications out there too, which might be worth a look