Cables for HT system

Tidings:

I have been in the 2-channel game for moons (separate room and system), but a move has prompted me to upgrade in the HT arena. I have just replaced a 15yo and decidely pedestrian Onkyo receiver with an Arcam AVR350. I will use it in conjunction with my Mitsubishi WS-65413 HD RPTV (with DirecTV H20 receiver), a Zenith DVB318 DVD player, and an older JVC Super VHS. I may or may not add an SACD or DVD-A player at a later date.

Currently I am using fairly standard cabling (most from Radio Shack or a cut or two above factory grade, but I don't recall the names). Using component cables between the SAT dish and the TV, DVI cable between the DVD player and the TV, RCA ended cabling in the audio postitions, and S-Video for the VHS player.

What I am wondering now is what folks might recommend with respect to cabling - different from what I now use, if anything. Also, the AVR350 has HDMI video (but not audio switching and the H20 is capable of HDMI output). Wondering if I should count on buying a DVI-HDMI adapter to utilize that feature, or no. I was contemplating Blue Jeans coaxials for the audio connections, as opposed to Toslink cabling - but perhaps I need to first differentiate between analog and digital audio signals? Too, I probably know just enough about video at this point to be dangerous, so help in this area would be appreciated, as well. Thanks