Don't spend a fortune on the audio interconnects. Make sure you get cables that have quality build, but there's no need for exotic cables (IMO). Power cord - so long as it's large enough to carry the required current, there won't be any differences (IMO). Component video - impedance and other specs make a bit more difference here due to the bandwidth and signal frequencies involved. DIY using Belden cables is a good value for a quality cable.
Electrons like to flow along fat copper wires. No magic required. For interconnects, I like my Radio Shack Gold Series cables and mid line monster cables (just for the turbine grip of death RCA connectors). As long as you get decent shielding (1 step above pack-ins or so), you should be good to go. As far as power cord, well, whats wrong with the power cord supplied by Denon? My EE degree and training echos what Bigus said about the power cord. If it is of sufficient gauge to carry the current, going bigger won't give a performance increase relative to the additional expense. Think of upgrading cables as a final tweak. Treating the room is a much better way to spend your money. YMMV, though.
More accurately, they follow the path of least resistance. What that path is sometimes depends on the type of signal.
For power, you need something that won't turn into a fuse if too much current flows through it; which for 99% of audio gear means the 12-16guage power cord that comes with the product will be more than adequate.
For audio, small-to-medium (20-14) guage copper wires will usually suffice.
Higher speed digital signals usually use even thinner guage cabling. For very high speeds, impedence and termination become the more important issues.
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