Don't use bannana plugs unless you will be changing speakers / amplifiers a lot. It's not as solid of a connection and can slip out at times. Just do bare wire until you eventually (if you ever want to) get real wire that ends in spades that attach to the binding posts on your amp and your speakers.
You need inter-connects, which is one thing you didn't list. For now, all you REALLY need is a single wire going from that DVD player to the reciever. Do Digital Coaxial, as Optical is generally of lower quality (as because it is light, it's sensetive to bends that cause jitter). Get any kind of relatively cheap RCA to RCA wire, it should work well for you.
Good luck on the system
