Sounds like you are going to have a very nice set up when your room is finished. To answer your question, we'll need to know more about your equipment choices. You mentioned your sources, but you didn't mention what sort of receiver you're planning to use. You'll probably want to use a receiver to drive your sound system and change sources. If it was me, I would connect all of the sources to the receiver using the best possible connection (Component for the Wii and HDMI for the gaming PC and the DirectTV and then run every supported type of video out of the receiver to the projector (composite, component, HDMI). This should cover all of your bases.
Cables are cheap enough from a source like Monoprice that you'd be insane not to pull one of everything while you're at it. You don't want to find out after the fact that your projector chokes on 480i over HDMI or something and not have an easy way to switch up your connections from the receiver to the projector. You'll also need to either extend the wire on your existing Wii sensor bar or go with a battery powered replacement.
The cleanest install would be to have your equipment in a dedicated closet or in-wall rack.
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