You only need a digital cable if you want the receiver to do the decoding. Anything hooked up via analog stereo connections will be just that, stereo. Unless you're using DPLII (exception to everything, right?), or some DSP, you won't have any surround capability.

Many people prefer the DACs in the receiver over those in their CD players and you have to go digital to do that.

As for the cable box and DVD player, unless you're using the 5.1 analog outs (and I don't know of a cable box that has those, although they probably exist) you'll need to go digital to get the surround processing (DD, DTS, etc.).