I'm trying to see if it is possible to connect my TV, dvr and receiver/dvd player all via hdmi cables. Can I "daisy chain" them all together or would I still have to use audio cables?

HDMI carries audio and video under most situations. I don't know of a way to daisy chain them though. A lot of audio receivers will have HDMI inputs and then an output so that when you change the input source on the audio receiver, the video source changes with it. If you are like me, and my receiver only has component, I send the hdmi sources to the TV and the TV has an optical audio output that I can carry to my receiver for surround sound.