No issues with my HDMI connection, 622 -> Sony LCD. I agree there are differences in component vs. HDMI, but which is "better" seems to vary with the program/action, etc. I agree the color seems deeper in my current set-up via component, but it seems the HDMI input is sharper. A lot of your final product has to do with your monitor's conversion vs. the 622. Try the two different HDTV settings in the 622 and any additional adjustments you may have in the monitor in various combinations - might make a difference. For instance my Sony has a "palette" adjustment that provides a lot of variability for the color/depth adjustment, and two adjustments that affect "sharpness". I haven't really had a chance to play with them yet. YMMV.
Welcome ctshead, BTW...!