Most ATI cards > X300 series will come bundled with an HDTV dongle with component video output (so choose from X600, X700, or X800). As far as nVIDIA goes, there are currently two Geforce 6200's (by Leadtek and Gigabyte), one Geforce 6800 standard (by Leadtek), and then almost all 6600 GT's come bundled with an HDTV dongle with component video output. If you're really looking to hook your machine up to your HDTV via component video, the 6200 would certainly be the most cost effective, assuming you have PCIe (although you'd be limited with 3D games). If you don't have PCIe on your motherboard, then the AGP 6600 GT (probably eVGA's) would be the most cost effective.
As far as cables are concerned, any component video cable you find (even at Wal-Mart/Radio Shack type places) will suffice. Unless you like wasting your money, don't bother with expensive brands like Monster (everyone uses copper wires...thus copper is still copper no matter how fancy the packaging or connectors).