I go coax cable to my HD DVR, then out with component to my Denon 3805, then back out of the receiver to the tv via component. I go coax out from the cable box to digital in on the 3805, as well as composite for two channel audio. The composite has a higher s/n ratio as far as audio, so stations 3-99 sound better in two channel audio (even with DSP modes).
I've tried several different cable boxes, and the tuners make all the difference in the world for pq - especially for sd and digital channels. HD boxes for some reason have better tuners for channels 1-149 (all 480i). Obviously the HD channels are excellent as you must use their HD DVR.
If you are leasing a cable or satellite box, you owe it to yourself to make sure you have the latest box.