You might want to take a look at picture quality between DVI and component. On the GWs, DVI is converted to analog fairly early on in the circuit. So its not like you keep the digital signal all the way through the circuit. That being said, Sony's analog circuit it very good and evidently is better that some other brands that maintain their DVI digital all the way through.
I'm using Voom satellite that has both DVI and component output for the HD resolutions. What I found with Voom, is that their component signal is actually a shade better than their DVI signal. On my DVD player, the DVI signal looks slightly better than component. Therefore, I use DVI for the DVD player and component for Voom satellite.
The only way to know what's best for you is to compare picture quality given the different outputs your STB offers. Then if one day HDCP is enforced, switch to DVI.