<font color='#000000'>roryshea,
I don't think you've asked a silly question at all. Actually, this question is quite commen. The answer is really dependant on your setup and your TV.
My preference is to minimize the number of connections and the number of cables I have to purchase. In Reference System 2, I connect the DVD Player directly to the TV. If your receiver/processor offers upconversion to component video, then it is definately beneficial to run all video through the unit. But if not, I'd go direct.</font>