Hi Martin
I have the 656 - this is what to do:
For SACD's you need to click Setup,
then
* Initial Settings,
* Options (not digital audio out!),
* SACD Playback,
and select
* Multi-ch Area (rather than 2ch - unless you want that).
You must use the 6 analogue outputs from the player because you are using the decoder in the player to get 5.1 from SACD's.
There is no need to change any settings when you swap from SACD / DVD-A to DVD, just make sure your amp / receiver is using the analogue inputs. On mine (a pio 812 receiver) this requires that I press a button on the front panel (under the flap on the 812 - "signal select" till it toggles to analogue) to select the analogue signal source - a slight irritation, but not a big deal.
As far as I understand it (others correct me if I am wrong) if you use the digital out for DVD-A's you wont get the higher DVD Audio quality available, it will be as if you were playing a DVD-A in a regular DVD player. Similarly, with SACD's (IF they are hybrids) you will only be outputting standard CD quality

via the digital output, because you will not be using the players decoder - which makes it universal.
It's a shame Pioneer don't understand their own products!
I hope this helps