Do I connect video out thru receiver or to TV?

I just got a denon AV and set up a Home theater to my TV. I have my psx2,dvd, and direct tv hooked to it. I see all the video inputs in the rear and wonder if it makes for a better connection or have any advantage to run the RCA, s.video connectors through the receiver or should I run directly to the tv? I have often wondered why the video connections should be through a sound receiver but didn't want to ask a dumb question. I'm asking now. Also what is the best connection to make, an optical, coax or RCA. Thank you for any help, Chas