Sony KDL-52XBR4 - connection/setup questions...

Associated equipment: Onkyo SR805 Receiver. Direct Tv H20 HD box. 6.1 NHT speaker setup. Toshiba XA2 HD DVD player. Cambridge 640CV2 CDP. Logitech universal remote controlling everything. Is there anything to be gained by going directly (HDMI)from the cable box to the TV; with the TV's audio out connected to one of the receivers audio inputs? Any downside for the audio signal.

Would apprecite the input/suggestions of other Audiogon members who own or have experience with the xbr4 LCD.

Please also mention picture settings (cinema mode) and advanced settings being used.

Thanks for all responses.