Jason,
Welcome to the forum!
So, here's what I get from your post. You have 3 HDMI video sources, but your receiver only has 2 HMDI inputs. You can hook all three into your TV directly, but let's look at some options to take advantage of your receiver. After all, your receiver will process the audio coming over HDMI, so it would be great to connect through it. Some options that come to mind:
1. Connect two of the source components (e.g. HD-DVD and Blu-ray player) to the receiver using HDMI. Connect the other source component (e.g. DirecTV) to the TV using HDMI and to the receiver using a digital audio connection (either Toslink optical or digital coax, whichever is available). Lastly, connect the receiver to the TV using an HDMI cable. That way, you'd get audio from all three sources to play through your receiver; you'd get video to the TV using HDMI from all three sources; but you'd need to switch video inputs on the TV when you wanted to watch the third source (in this example, the DirecTV box). The reason that I suggest plugging the two disc players into the receiver using HDMI is because they can pass higher quality audio over HDMI than over Toslink or digital coax. However, I doubt that the DirecTV box can (at least this generation of DirecTV boxes).
2. Buy an external HMDI switch box that would allow you to effectively plug all three HMDI sources into your receiver. Others here have more experience with those.
Adam