How to change my HUD?

I have seen some videos of people with HUDs that look a ton better then the default, so my question is how do I change my HUD in TF2? Is it something I have to do manually or is there some place where I can download a premade one?

Here its an example video where someone is using a different HUD:

You can also do it manually, but it requires some skill and time to reach a good result. My suggestion is to search and download HUDs already available.

GameBanana is one of the best sources and has a good numbers of HUD to browse.

In the specific video you posted the player is using PVHUD, one of the most famous HUDs available. You can download it here.

Another famous one is FrankenHUD, downloadable here.