My cam is due to arrive tomorrow (Tues).
I finally found the A1 manual online and didn't notice a firewire cable (iLink in Sony-speak) listed in the 'supplied items' list.

Does one come with the cam and if not, what kind should I buy?

[...] firewire cable [...] Does one come with the [HVR-A1U] and if not, what kind should I buy?
I did not get a FireWire cable with my HVR-A1U and my manual states explicitly that it's an "optional accessory." The camera has a 4-pin FireWire connector. Depending on what connection your computer has, you'll need a 4-pin to 6-pin FireWire cable (most common) but it's possible you'll need a 4-pin to 4-pin FireWire cable as some laptops use a 4-pin FireWire connector to save space.

Thanks David,
After my post I re-read through some of the PDF manual and also noticed the (optional) designation. Then I went to Amazon and found 2 Sony i.Link cables, the 4 to 4 pin and the 4 to 6 pin. Some reviewer there mentioned the 4 to 4 doesn't work for a Mac so I ordered the 4 to 6.

Some reviewer there mentioned the 4 to 4 doesn't work for a Mac so I ordered the 4 to 6.
For a Mac PowerBook, Mac Book, MacBook Pro, iBook, iMac, or PowerMac, the 4 to 6 is the right cable, all the recent Macs (so far) have 6 pin FireWire 400 connectors (the two extra pins provide power to peripherals like smaller hard drives).