Please help -- shopping for a visual entertainment system

Currently, my V.E.S. consists of one 13-inch TV with a VCR built in. And the VCR bit is broken. It plays tapes just fine, but chews them to pieces when I rewind. I suspect it would cost more to fix than to replace, and besides, I think VHS is going to be obsolete. So I want a DVD player... And multi-region, too, natch. The TV has one three jacks in the front: one marked "audio," one "video" and one "headphone" -- I think that's for cable. Doesn't look like anything I've seen to plug a DVD player into...

So -- that means getting a whole system.

But I don't know where to start. Give me advice, here, folks! And in detail. I'd really like to take you all on a raid around the local electronics stores (dressed in viking helmets and neon-colored furs, of course!), but as I can't do that, I'll print out what you tell me, and study that in advance... if there are links to pictures of what all these things look like, that would be great, too.

Frankly, I trust you guys more than I do the store salesmen, and I want to go in armed with as much information as possible (I don't think they'd let me through the door with a battle ax, anyway).

Thanks in advance...