Best connection: composite, digital coax, toslink?

I'm about to connect a SAT reciever, cd player, dvd player, and a vcr to my new Denon 5803(doesn't have XLR). What's considered the best type connection for sound quality?
You don't specify what outputs and inputs you have. But in general the Sat should have a toslink so use that for it but be sure to hook up the analog RCAs also. The CD player could have toslink or coax but the receiver may only have one or the other. Most cases use the coax for the digital but hook up the analog RCAs also. Do the same with the DVD player and make sure you set the Denon to Auto for the input type. It will automatically choose the digital input most of the time. But you can switch to analog if you want to just to compare the sound.
I agree with the above!, that denon a killer unit! make sure you use some awesome cables like from Nordost, i got the 5800 and i cant belive how it compares to some big buck units!try to use all component for your video, for get composite picture is terible.
Why waste money on cable. Get the Optical Tosklink. They sound best, if yours available.

Here is the order from the best to worst.

1) ST GALSS OPTICAL (little cable dependent, mean you could buy cheap optical cable)

2) TOSLINK (little cable dependent, 6 feet for $14.99 at Fry Electronics)

3) XLR - (cable dependent, from cheap to very expensive)

4) RCA - (Cable dependent, from cheap to very expensice, or use could use your regular anlalog interconnect. Be experimental !!!

Hope that help.

Sounds good. I do have megular components and oxyfuel interconnects from Zu cable due to arrive any day. Thanks!
Anyone, is there a noticeable difference in performance with various toslink cables?
His receiver is not going to have glass opitcal or XLR and maybe not coax(RCA). Toslink is fine it doesn't have the bandwidth that coax has but you probably won't notice.
The Denon 5803 has five digital coax channels and seven toslink. When would lack of bandwidth be noticed?
Thanks men!
Never, in my opinion. The bandwidth is still way past the point of human hearing.