First, congrats on your new purchase, I'm sure you'll be more than happy.
Your best bet is to try to hook everything up with HDMI if possible. HDMI carries audio and video in one cable. Your Blu-ray player will definately have HDMI, and your Direct TV box (if HD Capable) probably will. If it doesn't then Component Video is the way to go (red, green, and blue RCA type cables). You don't mention a reciever, so I'll assume that you don't have one. You will just need to connect the source to the TV, and you're all done.
Don't spend lots of money on your HDMI cables or a surge protector/power conditioner. Typcially stores like Best Buy try to push Monster surge protectors and expensive HDMI cables because they have the highest profit margin of anything in the store.
Bluejeans cables or
Monoprice will have your cable needs all at reasoable prices.
I would check out some surge suppressors avaliable online, I like
Tripp Lite, but there are quite a few others, you probably don't need a power conditioner unless you live in an area with lots of power surges, or brownouts.
