Denon 5900 DVD
You are correct, you do have DVI output. I had the same problem initially because the instruction manual is maddeningly vague. You have to use the "mode" button on the front of the unit and click through to "DVI" on the display. You then use the rotational "select" switch on the right to choose the output (ie, 720p), and you then have to push the "select" switch in to lock your choice. I was going crazy with this because I was not pushing in the "select" switch!!! And none of this is available via the on-screen menu (talk about treating DVI as an afrerthought)! Shame on Denon.
One other problem you might experience is that 720P or 1080i output from your DVD will probably be treated by your HDTV as an automatic 16:9 format and you will not be able to adjust the screen width. Hence standard width DVDs of home photos get distorted when sent out in those formats. The only solution is to use 480p via DVI or to switch to component at 720p which the HDTV does not treat as automatic 16:9 format.
Hope you find some of this helpful. It drove me nuts for a while. The folks at HDTVoice.com were very helpful to me.