With the Onkyo 800 series, you can hook up a source two ways at once. one via HDMI and as well that same one via the multi ch input thru SE cables. Six or eight of them depending. That's the pricey part. 3 or 4 at least need be identical. All should be, to fairly test this issue out properly.
Following those connections of course one can after some playing via each IC type, more readily A/B the two interfaces.
I used only a stereo pair of ICs + HDMI off my Oppo, initially and listened in stereo only to see the diffs if any between the two interfaces. Noting little I moved up my cable inventory, AA SE III, MIT S2, HT Magic II, Nirvana SX Ltd, SR Resolution ref x2.
Until I got into the HT's & up, I could detect little gains if any. Some by way of tonality were noticeable. Sweeter, smoother, or more defined, and again, a bit more than marginally perhaps, though I was after all, unable to justify the addition of 3 more pairs of $800 @ set, or better, simply for my movie viewing interests.
I repeated this exp on the proc to amp facet too, hoping to gain something perhaps by adding or examining the diffs from my MITs & Audio Art cables. that took more time and no direct A/B'ing. Just notes,.
Again. Similar results. though none IMO were cost effective there either. Even if you or I could find 3 to 5 MIT S2s at 1.5M ea. at a good price of say $325 pr. half that for a single... yeah, good luck there. Ya got over 8 bills into it then.
Maybe with a better processor & source & amps things would prove out better, that ain't the case here or the OPs Q. So IMO on this level or with good outboard amps, good cables are all that's needed for film.... not uberexpensive or great two ch ones.
Look elsewhere to get more from the system... such as optimizing the room, sub, power cords, speakers, their placements if possible, etc.
HDMI is just hard to beat sonically or financially on the levels being discussed here.
Which HDMI CABLE MAKER? I've only tried 3 or 4 brands as source, and use the big Blue Jeans for the long run of 26ft. to the projector. Again, the diffs are so minimal as to not represent to me an area for concern.
use HDMI and buy more movies with the left over $$$. As the last poster said "it's primarily in your mind" as you'll not be missing anything substantial... likely not anything noteable for that matter either.
Good luck.