It will also depend on the types of outputs of each device. The component inputs will likely connect to the DVD Player and the Wii or Xbox (note component cables are video only, so you also need audio connections). The VCR will likely only connect using the component input (yellow RCA + red/white RCA for audio). So you are left with only the S-Video input, which can be used for whichever device has S-Video outputs.
There should be numerous wiring diagrams in the user manual.