Get the Avia or Video Essentials discs to calibrate your set properly. These discs will walk you thru the process with explanations along the way. At least one of these is a must have IMO.
I believe the Panasonic picture modes (Vivid, Standard, and Movie) are global, meaning that if color or brightness is different between HD component, RF in, or s-video you can't get it "right" for all inputs. My Sony is like this and I tend to use Standard for RF and Movie and Pro modes for DVD and HD, but fortunately the color and brightness is not that different between sources.
I take it you have seen Pancho Villa as himself in HD showing this month on HBO-HD...