First you need to know what are the video inputs you have on your HDTV and outputs you have in the HD cable box and the DVD player.
In the decending order of preference, HDMI, DVI, Component video, S-video and composite video. Match your cable box output and DVD player output to the TV inputs in this order.
And find out how many of each you have on your TV, so that you can balance between the input from cable box and DVD player.
For example, if your HDTV has at least 2 HDMI inputs, and both your cable box and DVD player have HDMI output too, all you need are 2 HDMI cables. HDMI carries both video and audio signals. Unless, you do not want to route the audio signal to the TV, then you can hook up the separate audio outputs to the device you prefer (e.g. receiver), using optical, coaxial or L/R stereo audio cables.
DVI input/output had a brief period of time being popular, before being replaced by HDMI. DVI is only for video signal, so audio cables are needed. The audio inputs in HDTVs are usually L/R stereo. But again, you need to decide where the audio signal is going to.
Then you can always resort to component HD output of the cable box, since all HDTVs and HD cable boxes have HD component video connectors. Again, L/R stereo audio cables are needed to connect to the TV, in addition to the component video cables.
The component output in regular (not HD or blu-ray) DVD players is usually 480p, do not support the HD resolution of at least 720p or 1080i. If your DVD player supports up-scaling, then it should have either HDMI or DVI ouput.
It is hard to be very detailed and cover all the bases in a general question like this one, so if you need more help, please private message me.