How many digital inputs does the Kenwood have (optical and Coax counted seperate)?
Your options are using switch boxes and having tons of cables running everywhere, or getting a receiver. Unfortunately, you have to decide between two things you don't want to do.
By far the easiest solution is the receiver upgrade. Start saving those pennies I would say, short of that you are sure to have many complications.
PS: Too many of the components listed have component outputs according to the post, but VCRs for example don't have component video output unless you have one of those HD VCRs but those are incredibly rare and expensive
. Composite is a yellow single wire video connection, S-video is a mini-din single wire connection and Component is Red, Green, Blue (RGB) three wire connection.
I know that none of this is really helping you because it doesn't get you exactly what you want, but you have to face it, if you want nice features you have to pay a price for them.