Depends entirely on your tv really. Recommend familiarizing yourself with different kinds of cables, then think of how you need your video and audio to output to various devices. Bare with the mobile links as I am posting this from my phone. You are by far most likely looking at variants with Audio cables.
http://en.m.wikipedia.org/wiki/Component_cable Component is three plugs for Video. May be paired with two more audio cables for Stereo audio in some cases.
http://en.m.wikipedia.org/wiki/Composite_video Composite
Composite is a single video cable. May be paired with two audio cables for Stereo as well.
http://en.m.wikipedia.org/wiki/DVI_cableDVI is a more complex plug and will be HD transfer. Probably would have a separate audio cable. You likely aren't looking at this. Common for monitors though.
http://en.m.wikipedia.org/wiki/HDMI_cableHDMI is is also an HD cable (duh) and may transmit Audio as well. Depends pretty much on what you are running it through. Some boxes will block audio through I to make piracy harder (you are not likely looking at this with your box).
Audio separate you are probably just looking at standard looking audio jacks like your headphones will have or something similar.
There is some others you aren't likely looking at.
http://en.m.wikipedia.org/wiki/Optical_cablehttp://en.m.wikipedia.org/wiki/Svideohttp://en.m.wikipedia.org/wiki/Coaxial_cableThe main thing to remember is that this stuff works fairly logically and you don't have to plug shit in and it magically works.
Assuming you don't have a separate receiver or anything to fuss with it should just be a straight chain of devices to think of.
You want your Games to output sound and video to record to your device. Then you want that to output to the TV so you can play. The sections on the recorder should clearly label which parts are input and output. You will onl need one input and output of audio and video to and from the device.
Stuff gets harder if you have limited ports and cables and stuff. Remember that the device will only be able to output in as good a quality as it receives.
When in doubt HDMI for the win.
Not sure if this was the kind of thing you needed but hope it helps.
Aaaaaaand I missed my bus stop.