Wayne, let me also add my welcome. Was sorry to read about the damage Katrina did to you, counsellor. For video an S-Video connection generally results in a significantly better picture than a composite video cable. The three cable component video connection usually brings some further benefit, although perhaps not to the degree that the S-Video connection does. These comments would apply to both the player to receiver and receiver to TV connection. The cable TV can also be connected to the receiver.
The coaxial or optical connections are for digital connections carrying audio, not video. The above mentioned S-Video, etc. connections pertain only to video and carry no sound. Generally, the coaxial connection would be slightly preferred, as being sturdier than the optical. There should be no difference in sound quality.
Ordinarily, yes, it's suggested to use a coaxial cable with an RCA connector on each end for the subwoofer connection. With nearly all subs, however, there's provision for making an alternative connection with speaker wire from the speaker outputs on the receiver; there's rarely a good reason for doing so since the bass management of the receiver uses the coaxial sub output.
Note that it isn't necessary to pay the outrageous amounts some sellers charge for such cables. They perform a technologically trivial task and are available at quite low cost from sources such as MonoPrice, Triangle, Parts Express, and others which are mentioned on the board.
