Coaxial wiring is commonly used in home cable systems. It carries sound and video over a single wire. For interconnecting audio and video components, and for connecting game consoles, this has become mostly obsolete.
Composite Video (RCA)
Composite video uses a single wire, usually colored yellow on the ends, to carry a video signal. This is the lowest quality method of connecting a video source to a monitor. These types of connectors are rapidly becoming obsolete as they are replaced by S-video, Component video, and DVI.
For people in Europe, many televisions have a SCART connector. If your TV does not have a composite video connection but does have SCART, a simple conversion plug is available to convert a RCA connection to a SCART connection.
S-Video works by separating the chrominance (color) and luminance (brightness) into two seperate pairs of wires. This leads to a higher quality picture than composite. While it is more advanced than its earlier cousin, s-video is also on its way out, in favor of DVI and Component connections
As with composite connections, in Europe a SCART convertor is widely available to connect a S-Video connector in a SCART socket.
Component Video (YUV)
Component video consists of three seperate wires, each transmitting information (colour, luminance, chrominance) used in televisions and monitors. Because this information is not combined into one wire, the signal strength and picture quality is much higher. This is currently the dominant standard in the United States.
The SCART connector is a standard connector used in Europe. SCART can accept true RGB signals as well as composite and S-Video signals. If your videocard can output SCART RGB signal, this is the best quality available through a SCART connector.
The VGA connector is the standard analog video connector for PCs. It is a 15-pin mini-sub-D connector with seperate pins for red, blue, and green, as well as horizontal and vertical synchronizing information. Originally used by IBM for its VGA standard of 256 colors in 640x480 pixels at 60Hz, these connectors are capable of sending almost any analog video information, depending on the video adapter and monitor to which they are attached.
The VGA connector is excellent for analog video, but for digital video the standard is DVI.
Related Link: Wikipedia VGA connector article
DVI stands for Digital Video Interface. It is a connector with up to 29 pins, in a number of configurations, for digital and analog video information. It is chiefly used to take digital video information to digital video displays such as LCD monitors.
Related Link: The Wikipedia article on DVI.