if I need another cable internet connection in order to use the 360 or PS3 online services?
No. Your existing internet connection should be sufficient. Would you need CABLES to hook it up? Yes. And a place to plug it in if you don't have a router.
Does the online service come thru the HDTV cable TV connection or do I need a separate internet cable connection for that?
You use the internet connection that your PC uses.
What options do I have?
This means either wirelessly (which can be kind of a pain to set up "the right way"), or via an ethernet cable.
Here's the big picture : Your HDTV and it's connections are unimportant to the internet connection, so the only thing you need to worry about in your home theatre is the video/audio/power.
Your internet connection relies on a connection between your console (360/ps3) and the cable/DSL modem itself. That's not to say that they need to be plugged in directly, but that a connection does need to exist. IF you have a wireless router in place and don't feel like running network cable, feel free to connect it that way. There's tweaks, security concerns and all kinds of unhappy frustration that lies in wait there. I'm not trying to dissuade you from this path if this is where your heart is set, but it CAN be frustrating, and you may not get the network performance that you can get from just running a network cable.
The network cable would go from the console to a connecting router/bridge, whichever you have set up. If the system is using DHCP & NAT (network Address Translation) which most out-of-the-box routers have, then that may be all you need to do to get online.
If you DON'T have one, you can save money by connecting it to your PC itself if it has more than one network port; Windows XP & Vista both have the ability to "bridge" internet connections. Comcast may be already be providing you with multiple IP addresses anyways. The one caveat is that your PC will need to be on when you want to go online with your console.
My personal recommendation:
Unless it's cumbersome and impossible to do (or you have wife/GF issues with having on-more-effen-cord-back-there-and-I'm-leaving-you) I'd say run CAT-5 network cable to wherever you're putting your console, and plug it into a NAT router, and the PC should also be plugged into the router. Your internet connection goes into the router's WAN port and you'll be fine (and protect your entire home network). This solution will also allow the best, most reliable and secure communication INSIDE your home network
, so you can do stuff like listen to your MP3 music through your console, or watch videos. There may be a little bit of work in setting it up, we'd be more than happy to help you along.
The next best is the same setup except wireless; this is only if it's important to have some portability in your home (such as moving your console to different sets in the house) and some of them are incapable of getting network cables there. This system has encryption and security challenges, as well as interference issues that can drive someone bats**t-loco.
Sometimes it's easy though, so if this is your path, don't dread it too much.
We'll help you out either way. So what's your current setup? Which console are you looking at getting?