Re: It's been years since . . . .
I use the provided one. With Sky then with the current provider. Sky box was just a box. But thankfully I did not need anything special. This one seems to be a custom linux style box or something, so not too bad.
But if possible, yes I get my own and configure it. I've just been a cheap skate on the suppliers for a couple of years to get upgrades to fibre and "unlimited" bandwidth (games are a killer these days on updates). Once prices come down I will go back to a bespoke provider or someone who allows own boxes.