Between the HD500 and DT25, I'd suggest the L6 Link (Planet Waves mic cable if nothing else, special digital version if you can do it).

Between the HD500 and the JTV-69, I'd suggest the digital cable, but it isn't as critical. 

The biggest issue is setting up the HD500 like you like it.  That's the "hard part" - not that it's hard, you just need to understand what you're doing.  Start with the amp that you are after - I've recently fallen for the Soldano models pretty hard, but I play mostly classic rock - EQ it a bit, add a bit of reverb to give it some body, don't get crazy on any of the controls (I never "max" out things like drive or presence) - turn off the cab simulation (no need, and gives you more processing power for effects) - and then I typically look at things like tube drive (I leave "off" after I add it and usually assign it to FS1) and any cleanup EQ needed on the backside.  Then I use the mixer to give me the volume I want.

I would strongly suggest a THD Hot Plate (or similar) if you want a good distorted sound because you can "crank" the tubes, but mute the sound. 

Finally - personal preference - but I didn't like the factory tubes.  Lately I've been running Northern Electric 12AX7 tubes for Pre and Tung-Sol EL34B tubes for Power.

If you want me to email you a clean/crunch/heavy patch, just let me know your email.  What I like is my clean patch, when I hit FS1, then it's a good classic rock distorted sound with lots of reverb.  When I use my crunch, it's a good 70's/80's sound, add the FS1 (tube drive) without so much reverb.  And my heavy sound is more current rock/metal - hit F1 again for gobs and gobs of sustain!

Anyways, that should help.

After trying the dream rig last year, ditching it and reading endless complaints about how it doesn't work all that well, I have a suggestion:

Assuming you want to keep your Variax, get yourself a Vetta II and a Longboard.  Tweak the sounds just a bit, then sit back and enjoy trouble free operation.  You'll get 99% of the great sounds you MIGHT eventually find in the dream rig, with 1% of the headaches and at 1/4 the cost.

Line 6 should have never abandoned the Vetta.  I got one of my two Vettas out of the closet the other day and plugged in my Longboard and Variax transplant -- instant satisfaction and FANTASTIC sounds!  Something to think about, folks.

Line 6, a Vetta III could be your biggest seller ever if you market it right. PLEASE consider this!