Hooked up my new Wii to TV through component cables. Whenever the game comes on it doesnt fill the screen. I always must change the aspect ration of the TV. Its not a big deal, but a pain, and something that bugs me.
This sounds like a TV issue rather than an issue with the Wii unless your TV auto detects the signal and your Wii is set to 4:3 instead of 16:9. Some TV's have an option to auto detect what kind of signal is coming in and adjust accordingly. Make sure this feature is disabled and set the component input on the TV to 16:9 as well as your Wii and you should be in business. If your TV keeps reverting back to 4:3 then it may be malfunctioning and have to be manually changed each time. Let us know how things progress.
I have noticed that if my TV's Auto Aspect function is active, the Wii will sometimes see the TV change aspects on it's own. Certain games seem to be culprits - in my case some VC games and, for some weird reason, the "cow hurdle race" game on Wii Play. Have caused my display (a Hitachi RPTV) to go from 16:9 Standard to a 4:3 Zoom aspect.