I would connect the Zenith HD520 and the Oppo to the two DVI inputs, then connect the DVI output to your TV. You should need no more than three DVI cables total (two for the inputs and one for the output). The Oppo will come with one. You'll want to make sure the Zenith and TV use DVI or HDMI and order two additional cables that are either DVI/DVI or DVI/HDMI.

You can only connect one multichannel analog source at a time - if your current player supports both formats or if you only have SACD's currently I'd leave the Oppo solely for DVD-Video, but if you expect to listen to DVD-A primarily and your existing player only handles SACD I'd consider letting the Oppo do everything. As for the way the two formats stack up, there's not a clearly superior audio quality format - some universal players (including my Yamaha) seem to handle DVD-Audio better, but that is purely a matter of the hardware. Both formats have proponents who claim it is the best sounding. SACD does have a larger catalog, and new DVD-Audio releases have really started to dry up lately.