ACR FLC ALIGNED WITH WRONG RWY WHILE ON VISUAL APCH CLRNC.

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I WAS THE CAPT ON ACR FLT XXXX ON AUG/XX/95 FROM DFW TO DEN. THIS WAS MY 1ST TRIP INTO THE NEW DENVER ARPT. THIS FLT WAS ALSO AN IOE FOR MY FO AS HE WAS FLYING ACFT. ALL WAS QUITE NORMAL ON ARR TO DEN AND THE WX WAS VFR WITH WINDS RPTED ON ATIS AT 230 DEGS 10 KTS. VISUAL APCHS AND ILS APCHS WERE BROADCAST AS BEING FLOWN TO RWYS 16 AND 17R. THE FO BRIEFED AN APCH TO RWY 16 AND WE SET UP THE COCKPIT INSTS ACCORDINGLY. HOWEVER; WHEN APCH CTL WAS CONTACTED; WE WERE TOLD IT WOULD BE A VISUAL APCH TO RWY 35L. AT APPROX 11000 FT MSL; I ACKNOWLEDGED FIELD IN SIGHT AND APCH ISSUED CLRNC FOR A VISUAL APCH. WE SET OUR INSTS TO ILS FREQ 108.5 FOR RWY 35L. BUT VISUALLY WE WERE LINED UP ON RWY 34 WHICH WAS THE FAR L RWY. (AT THIS POINT I HAD IN MIND IT WAS RWY 35L) AS WE PROCEEDED TO ARPT; THE LOC INDICATED WE WERE L OF COURSE; SINCE THE ATIS RWY ASSIGNMENTS AND APCH CTL ASSIGNMENTS WERE DIFFERENT (SW WIND) I ASSUMED THE ILS WAS NOT TURNED ON FOR RWY 35L OR WAS INCORRECT. (AGAIN; IT WAS TELLING US THE CORRECT INFO; BUT WE WERE LINED UP ON RWY 34.) THE TWR FREQ WAS CORRECT AND EVENTUALLY THEY ADVISED US WE WERE LINED UP FOR RWY 34 AND NOT RWY 35L. IT WAS TOO LATE TO TRANSITION TO RWY 35L SO WE ADVISED WE COULD FLY A 360 DEG TRANSITION TO RWY 35L. THAT WAS REFUSED; BUT A SWITCH TO RWY 34 TWR FREQ PROVIDED A LNDG CLRNC TO RWY 34 AND AN UNEVENTFUL LNDG MADE. THERE ARE CUES THAT WE USE; TO BACK UP OUR INTUITIONS. THE ATIS INFO; L AND R DESIGNATIONS; COMPASS ORIENTATIONS. RWY 34 WAS RWY 35L IN MY MIND FROM PREVIOUS EXPERIENCE; MANY ARPTS USE THAT METHOD. DTW USES L; CTR; R; FOR THEIR 3 PARALLEL RWYS; THIS CERTAINLY WOULD HELP RECOGNITION AT DEN.