The Canon manual says that the HDV/DV terminal outputs 1080i HD or 480i SD. That narrows your choices way down in the Final Cut Easy Setups. Choose Format: HDV;
Use: HDV 1080i60 Firewire Basic. Click the Setup button and you're done. It really is an "Easy Setup." If you have the Log & Capture window open while you do the Easy Setup, it will tell you it can't find a device if you choose the wrong setup; if you choose something that will work, it won't give you a warning.
Be aware that if you shoot 24P, the camera won't output 24P -- it adds 3:2 pulldown, which is a drag -- and that's why you need to choose 1080i60 no matter which HDV setting you shot with. However, you can use Cinema Tools or Compressor to do a Reverse Telecine to get the footage back to 24P.