You certainly have a lot of options. A 5200 Lumens projector should have all the most common connections, including component, VGA and DVI.
HDMI might be there, but it's a consumer connection, and many professional projectors don't carry it. So, if you are playing of a DVD player, component will be just fine (I'm guess you are running audio to a PA system).
I find that a DVD played off a laptop will look slightly better as long as you are matching the projector's native resolution (likely 1024x768 at this brightness) but that also means dealing with all the uncertainties that come with it, including having a player that will play smoothly and without menu bars, etc.
My second piece of advice would be burning a second DVD with a higher black level.
Vince Becquiot
Kaptis Studios
San Francisco - Bay Area