With most newer TVs HDMI is the best method. previously many TV's didn't support 1:1 pixel mapping over HDMI so VGA was the better option but now most new sets will give 1:1 pixel mapping with no overscan issues.
DVI/HDMI is fully digital and both VGA and component are analogue signals.
As for a place to buy cables I've heard plenty of good things about www.cablesdirect.co.nz who have good pricing.
The only other thing to be aware of is that to get audio over HDMI from your video card you will need to run a cable from the video card to your PC's motherboard SPDIF pinout. Some cards come with a cable some don't.
gehenna: Don't get sucked into spending lots of money on "top quality" HDMI cables. The cheapest ones on the market are just as good as any of the branded ones. Paying any more than about $25-$40 for 1.5M of cable means you're getting ripped off.
Just putting one condition on that statement. Providing we are not talking long lengths. If you are getting to the 10M plus then spending a bit more is warranted.
gumdigger: i wasted a lot of money in cheap cables and found out they are the first to die.
gumdigger: no dont waste your money buying CHEAP cables, always look at cables built before buying it, i wasted a lot of money in cheap cables and found out they are the first to die. just to let you know HDMI cables insides are very sensitive so if you bend or squeeze it your signal will drop.
rapolloAV is a good manufacturer also cables direct have a good range.
but AVOID Cheap Quality
gehenna: i think the point to note from your experience is that the quality of the cable build is separate from the claims of quality to do with signal processing, etc.
IE digital is digital, the signal will either work or it won't, paying through the roof for "quality" of signal is pointless since the cheap cables provide exactly the same signal quality. BUT, paying for the quality of the cable itself, that is, strength of the rubber and plugs, is a different matter.
I guess the rule would be - if your cable is connected to something which won't be moving around, and isn't jamming up against a wall or something where it could break, then just stick to the cheap ones.