NO. The closest you can get to your own cable box is a Tivo or computer tuner with CableCard. That will generally only get you the main channels. OnDemand pretty much requires a rented cable box.
Be aware that one cable box is typically included with most video plans, although HD will be an extra fee, but they will charge you that fee even for a CableCard device.
Finally, a Comcast-branded box sold on eBay is STOLEN. They are the PROPERTY of Comcast. There is NO end-user support from the manufacturers. Technically, you could buy a box (that is NOT owned by a cable company), but no laws require cable companies to support and activate them. In Canada, they do offer cable boxes for sale, but they are often 'tied' to particular cable companies.