Sony XBR has arrived, no HD...

billbillw

You want decent shielded coax coming from the wallplate to the cable box. The stuff the cable company provides is more than sufficient. If the cable company didn't provide you with a long enough cable, just call them up and tell them that the one provided is not long enough. Maybe they will give you a longer one free of charge. I wouldn't use the unshielded ones included with TVs.

Although many argue that you can't see much difference between HDMI and component, HDMI will be transferring the pure digital signal directly to your TV. The TV uses a digital signal to produce the image. If you use component cables, the cable box converts to analog, then the TV converts from Analog back to digital. There is always some loss in that double conversion process.
Also, the HDMI cable is much less bulky compared to the triple component cables and you will probalby find the price to be similar for equivalent quality cables.