Phillips SoundBar CSS2115 - cable advice needed

[NykDigital]

I got a surround sound system (sub & soundbar) for Xmas, but not the cables needed to connect it. Options are Coaxial, Optical or auxiliary. I can also connect directly to the TV, or to the DVD player. My questions are:

1. Which cable type should I go for?
2. Should I connect to the tv or DvD (I want better sound for both)
3. Where's the best place to buy it? (main chains only)

Thanks!