The discontinuous Galerkin (DG) or local discontinuous Galerkin (LDG) method is a spatial discretization procedure for convection-diffusion equations, which employs useful features from high resolution finite volume schemes, such as the exact or approximate Riemann solvers serving as numerical fluxes and limiters. The Lax-Wendroff time discretization procedure is an alternative method for time discretization to the popular total variation diminishing (TVD) Runge-Kutta time discretizations. In this paper, we develop fluxes for the method of DG with Lax-Wendroff time discretization procedure (LWDG) based on different numerical fluxes for finite volume or finite difference schemes, including the first-order monotone fluxes such as the Lax-Friedrichs flux, Godunov flux, the Engquist-Osher flux etc. and the second-order TVD fluxes. We systematically investigate the performance of the LWDG methods based on these different numerical fluxes for convection terms with the objective of obtaining better performance by choosing suitable numerical fluxes. The detailed numerical study is mainly performed for the one-dimensional system case, addressing the issues of CPU cost, accuracy, non-oscillatory property, and resolution of discontinuities. Numerical tests are also performed for two dimensional systems.