I have all of the HD channels offered by Time-Warner in the Minneapolis/St. Paul area. Here is a listing of all of the HD channels currently available:
- CBS
- NBC
- TPT
- Discovery HD Theater
- HBO East
- HBO West
- Showtime East
- Showtime West
- INHD
- INHD 2
You also get digital feeds of channel UPN and Fox, though those aren't HD channels.
As for connections, you'll need an additional component video cable as you mentioned. I assume you have a digital receiver. In that case, you'll also need a coaxial digital audio cable as well as a pair of analog video cables. The digital channels will have a digital audio signal while the analog channels - i.e. any channel below 100 - will only be able to get sound from the analog connections.
I hope that helps. Let me know if you have any more questions.