Congratulations on your purchases :TThis will be the first time setting up any type of surround sound. Is it a complicated thing to do? .... Next concern is to make sure that the 805 has enough hook-ups. I want to run a cable box/ps3/wii through it. The first 2 use hdmi and the wii uses component. Will there be any problem with this?
Is not complicated, we're here to guide you if you need help.
I'm sure the 805 has enough hook ups, as Marshall said connect HDMI from Cable Box and PS3 to 805, then one from 805 to TV and you're done (just be aware that you'll need to turn on the AVR to use cable and PS3, if you don't want to use 805 all the time just let us know to give you other options).
To connect Wii just use the component cables to 805, remember to add an audio cable too (analog(red+white), or optical/coaxial).