Analog audio interconnects (the CD player, tape deck, and VCR) -- The Outlaw PCA's are quite good, and I'd recommend them for your CD player. If the CD has a digital output (which it may, but many don't have), you could get a coax or optical digital cable for it (depending on which it has). For the tape deck and VCR, you could go with the PCA's again or simply use whatever's handy (maybe some light-weight Radio Shack stuff). As for length, get lengths that are close to what you need -- a lot of slack gets in the way. In general, 1-meter to 2-meter cables are fine (the PCA's are available in 0.5 meter and 1.8 meter lengths -- if you can't get to the back of your equipment easily without pulling the equipment out of the cabinet, the 1.8 meter will be handy because they should give you enough slack to move stuff all the way out).
I've also heard that it's good to have speaker cables be the same length, but I've seen some numbers somewhere on the amount of delay generated by extra cable length -- unless you plan to have a difference of several meters I wouldn't care at all (even a 25 foot difference in length probably wouldn't have much effect). As for good cable? A lot of people use Home Depot 12ga speaker cable, which has the benefit of being very inexpensive. More expensive cables worth considering might be
BetterCables or
TMC (I have been very impressed with TMC's cables, although they are pretty pricey). The latter two options (and the scads of similarly expensive cables) are generally made assuming that you have 5-way binding posts on all of your speakers. If you have spring clips, which is common on a lot of mass-market stuff, then you're probably best off just getting some Home Depot stuff and not worrying about it (you can always upgrade later and not be out much money).
Matthew and kugumby mentioned RF modulators, and they're absolutely right. If you have a TV that only has an antenna input, you'll need an RF modulator to hook up the DVD player when you get it. They're $30 at
Radio Shack , and I believe that they'll even automatically switch between the DVD's input and a coaxial ("cable TV") connection from the VCR for you.
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Gonk