Impossible to say without knowing exactly what input options your HDTV has and what output options each component your trying to connect has.
Just taking a wild guess here, but I'd probably say:
HD/DVR Cable Box - Use either Component or HDMI
PS3 - Use either Component of HDMI
DVD Recorder - Use either Component (if available), S-Video + Audio, or Composite + Audio
VCR - Use either S-Video + Audio or Composite + Audio