What cables you use is going to depend on what inputs your HDTV and Receiver have as well as what outputs your DVD Player and Set Top Box have. Speakers will connect to your Receiver based on their connectors as well.
Ideally, Your DVD Player and Set Top Box will connect to your Receiver via HDMI. Your Receiver should also have an HDMI output which should be connected to your HDTV.
To get more specific, we'll need to know the make and model number of each device in your home theater.