As I recall it came with a set of 6' (or so) component cables (red-blue-green), a set of composite cables (red-white-yellow), a s-video cable, and a RF cable. I'll look at the manual when I get home this evening to verify that.
All of which looked to be about the lowest quality available. I chucked them all in my "junk cable" box. Do yourself a HUGE favor and get whatever cables you're going to need in good quality product.
Check with Better Cables or any of the other usual suspects.
I started out with Radio Shack Gold's but switched to AR ProII's. Going to the AR's made an improvement even the SO noticed... And that's saying something!