Instructables has a number of people who have made HDTV antennas. Here's yet another antenna made with an inexpensive basket, sourced from the Dollar Store, and some telephone hookup wire. For this you will need:

Plastic Basket
75 to 300 Ohm UHF/VHF Transformer
Wire - Thinner is Better (Easier to Work With)
Small Nail + Vice Grips
Screws and Nuts
Heat Source
Glue Stick

Step 1: Punch Holes in Basket

You can use whichever method you like to punch holes in the basket. Baskets like these are typically made of some type of thermoplastic, in this case it was probably polypropylene (PP). The holes should be punched so as to allow the creation of a 'V' shape for the wires, which will act as receiver poles (I think; I'm not a HAM nor have I reference my AARL handbook).

Pictured is how I punched my basket using a heat source to heat a nail that would poke through the basket like butter.

Step 2: Starting the Wire

To form each leg of the V, pull the wire through the basket as pictured below. The V should point at the bottom of the basket towards the center. Once pulled through, bend it to hold it in place and cut it. Solid wire works better for this than stranded. Duplicate it twice to form the V shape.

Step 3: Form ALL the Wire

In this step, all of the wire is formed. I recommend using two different colors in this step. You simply form the wire as demonstrated in the previous step. Make sure that the shared hole (top of basket, bottom of basket) that the wires do not touch. The insulation should still be on the wires. The alternating pairs should emerge from the bottom of the basket, top of the photograph and be folded back with some wire to spare.

Step 4: Terminal Posts

Each pair of wires will need a post to attach to. In this picture, 3 inch 6-32 screws are used to make posts. The post holes should be made so that they can sandwich the 75-300 ohm transformer between them. The holes are formed by heating one of the screws so that it can poke an appropriately sized hole in the bottom of the bucket. Four bolts should be used per screw to hold it to the plastic. Per screw, two hold the screw in place. The other two are for connecting wires.

Step 5: Connect Everything

In this step the antenna is put together.

Connect each set of colored wires to its own post. The order doesn't matter so long as one set of wires goes to one post and the other goes to the other.
Make a hole for the transformer wires.
Heat a glue stick and use it to bind the transformer to the terminal posts.
Connect transformer leads to the post.

That's it!