As Doggiehowser writes, many permutations are possible, depending on your needs. If you need switching among video sources or if the AVR might help video processing, then going through the AVR is the choice. If the source or sources have better video processing than your AVR, then you don't want to send the signal through it. The same is true for audio. If your DVD player were an Oppo 105, for example, it's unlikely that the audio output from your AVR is as good, so you wouldn't want to send the signal through the AVR. For simplicity, though, HDMI in and out is hard to beat, and it can be the best solution, depending on the relative strengths of your components.