Does Slingbox Pro-HD work with Fios and does it have a HDMI connection?
Yes, it'll work with FiOS. No, it does not have an HDMI connection.
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The HDCP copy protection protocols built into the HDMI spec tends to cause some very annoying problems if you're using more than one display device. Slingbox is basically a TV without a screen, so it can run into those headaches with HDMI. Component keeps everything working reliably. Regardless, there is no HDMI on the Sling Pro HD.
Do I need to provide the HDMI cable or is it contained in the packing?
No HDMI, so no HDMI cable.
From the User Guide (link), here's what is in the box:
Hope this helps,
The new Sky+HD boxes do not have a Component video out. They have the standard HDMI out. How are we supposed to connect the UK Slingbox Pro HD to the mainstream platform for HD broadcasting - the Sky HD box? There is no way to transfer a signal from one to the other in HD at all. And am I right that the Slingbox Pro HD neither has a Freeview HD tuner? Did you actually think this product through?