I've had a Premier internet, Telephone (and four different cable modems along the way), two DVRs, and now a cable card w/ tuning adaptor from Cox. The only time a tech has ever shown up for an install was to run the line from the drop in my back yard to my newly-built house. He had to install the demarc, obviously, and then he checked signals on all the jacks in the house.
I really don't think they're that bad about that sort of thing. Perhaps it varies by city, or they come if you have marginal signal levels. (Which would be a GOOD thing. I'll take an install fee over reliability headaches any day!)
If you are looking to only have the one DVR then you may be able to just pick one up at the Cox store and install it yourself but idk for sure.
If you are getting more than the single box for the whole home DVR then yes a tech would need to come out to network all the boxes and make sure everything works properly. In most cases this is not as easy as just plug in the coax and HDMI cable and it works.
Some one of these days cox will see how much they're losing because of this 'because we can' garbage. the box and service are both $5/mo higher then theres the double dip for plus $5/mo. so after 4 months its all gravy to them.
so 'just because you can' doesn't mean 'you should'