It depends on if you always want to use the receiver for sound, or only sometimes. If you will always use the receiver for sound run every component to the receiver, and then one single cable to the TV. This is the simplest and most elegant install as there is only one cable going to the TV, and you never have to change the TV's input, just the one on the receiver. The problem is, if you don't want the surround sound all the time, you still have to leave the receiver on, and turn it all the way down, and then turn the TV volume up. I say this because receivers will not pass the audio through HDMI while turned off.
If you want to use the TV's speakers for audio most of the time and only turn on the surround for movies, then run the HDMI to the TV, and the optical output from the TV to the receiver. This will make you switch inputs on both TV and receiver when you want to switch to Bluray or other source though.