First of all it depends on what types of cables your TV accepts. I'll assume that your TV doesnt have component inputs, unless your tv is a high end model its unlikely that it will. Mostly likely you'll have S-Video, or your normal RCA inputs. I'm not sure what cables came with your dvd player (I have no idea what came with mine), but if your tv has s-video capability and you're using your normal RCA connection, then you should definitely invest in an S-video cable which will give you a noticablely better picture.
I find a good rule of thumb, prepare to spend about 10% of your budget on cables, higher quality cables do make a difference. If you're buying a $200 dvd player, you can shell out $20 for some decent cables, they will be better than the ones that come with your dvd player.
--Ben