I got the Sony HDR-SR1 which has the HDMI port and wanted to take advantage of this all digital connection. Really wanted to run some trip videos on 2 displays for family parties.
After some research , it looks like a hdmi splitter (http://www.octavainc.com/HDMI%20distribution%20amp_splitter%202%20port.html ) box is needed. Initially I thought I could just splice the HDMI cables together with some 1 in 2 out adapter, but apparently it is more complicated than that.

It looks to me like the HDMI connection requires a box called a distribution amplifier to properly split you signal. There are splitters out there, see the link below, but as you can tell by the reviews, people are really upset with them. There's just too much attenuation, or dropoff in the split signals on one or both of the displays.

http://www.tigerdirect.com/applications/SearchTools/item-details.asp?EdpNo=2659001&CatId=1638