I'm pretty sure you'd use the component video inputs. Some of the early Mitsubishis, RCAs (and possibly Pioneers) had 15 pin VGA inputs. The high def component inputs on your 510 should work just fine though.
If you're looking for the best price on an HDTV set top box, you'll probably find it online. If you're willing to pay a little bit more at a brick and mortar store, Bjorn's off 281 has some knowledgable employees and good support.
Either way, I'd really encourage you to get an HDTV receiver. CBS, NBC and ABC all have HDTV signals on air locally. Furthermore, with a satellite receiver you can get HD Showtime, HBO and (with DirecTV) Mark Cuban's HDnet. Discovery HD is coming on June 17th too.
Oh yeah, there may be a cheaper way to get HDTV on your Pioneer! Time Warner Cable has HD cable boxes at no extra cost. They currently have HBO and Showtime HD. Supposedly they will add ABC, NBC and CBS sometime soon. If you already have digital cable, there's no additional charge for the HD cable box. Pretty good deal really.