Thanks for using the Answers Forum! We only recommend purchasing a Slingbox in the country that is will be set up in. The reason for that being that every country has it's own specifications for how it send and receives TV signal and the Slingbox has to be compatible with that. On the matter of how you should connect it, I would recommend looking in to how your Cable Box provides signal and then base your decision on that.
Hope this helps,
The Slingbox Moderation Team