For the cable box, it may not make a big difference (I've seen this in 2 cases); both looked about the same, especially for standard broadcast channels.
If the DVD is an upscaling player, it may only upscale via DVI/HDMI, so that is something to consider. If it isn't an upscaling player, if you have both a DVI and component cables, I'd try both and see if there is a significant difference and if not, then use whichever one works better for you.