I bought a digital television/HDTV, and can't find the CC menu!

Look for the "Services" menu. In digital television, the "Services" options replace the old "CC" choices:

Services 1: Captioning in the program's language, such as English. This was called CC1 in analog televisions

Services 2: Captioning in Spanish (previously CC2 or CC3)

Services 3 through 6 are for captions in other languages, edited captions, and other uses to be determined later.