It depends on what connections you have available on your cable box and DVD/VCR and whether you want to record or just playback from your DVD/VCR.

I'd use HDMI cables where I could and 5-part Component cables (red and white connectors for audio and red, blue and green for video) where HDMI is not possible, and 3-part audio/video cables (red and white connectors for audio and yellow for video) elsewhere. Coaxial cable would be my last choice.

The Bravia Quick Setup Guide (downloadable from Sony) will give you several possible configurations. If you are stumped, you may want to call in someone with experience to cable it up for you, program your remote controls and demonstrate the best way to use the system.