There is no need to go through the Analog-to-digital converter (unless you want to bring analog footage into the Canon. I don't know why you would do this but it could be done.) You will need the standard firewire cable to connect your camera to your computer. They are all over the place, Radioshack, CompUSA Best buy etc. but the cheapest are on ebay.
The only real tricky question is how many pins are needed on your firewire cable. There are only two options here, 4pin and 6pin. If you have a mac you will need a 6 pin on one end and probally a 4 pin to connect to your camera.
http://devicebaystuff.com/newnex/cfa6410.html Here is a good image of the difference between a 6pin (left) and 4 pin (right). They can also come with a 4pin on each side or a 6 pin on each side. Hopefully this will be more than enough info to help you make a great purchase. As far as pricing goes, don't spend more than 10 bucks for a 6 ft cable. Radioshack wanted 40 for a 4pin to 4pin cable which is absolutely ridiculus. I got mine for 2.95 on eBay.