Head over to the CEA Connections Guide. According to the website, its goal “is to help you decide how to connect the various audio-visual components you’re about to purchase, or how to incorporate them into your existing home theater or stereo component system.” To do this it asks what components you have (such as TV, A/V Receiver, DVD Player, Set-top Box, etc.) and what connections each supports (like HDMI, Coaxial, Composite, DVI, etc.) for audio and video, then shows you the best connection between each component.

You can find some other good information ACE Hardware. Also check out eCoustics Cables and Connectors Explained article.

A lot of people will dispute the value Monster cables, but they have some information on setup and wiring in their Connection Guides.

There is also some good advice in an ask.metafilter.com article.