1. "cable" (the coaxial cable)
2. composite cables (red, white, yellow)(also called RCA cables by many)
3. S-Video (good for the video only, normally used in conjunction with either the red or white RCA composite cables OR with a digital audio connection - two types available: TOSLink/Optical or Digital Coaxial. The optical cable looks like a square with two of the corners clipped off and plugs into most E* receivers or A/V receivers. Make sure you take off the little clear plastic doohickey from the cable ends INSIDE the square shaped connector (this protects the connection on the cable from dust and damage, but I've seen many people forget to take them off and can't figure out why they can't get a signal). The Digital Coaxial is a lousy name because it makes people think of the cable TVesque black cables with the screw connectors. In reality it looks like an RCA cable with an orange plastic connector instead of red, white, or yellow. E* chooses to use the optical connection only, while many budget A/V receivers only allow one optical connection, which it assumes is a DVD player. Hilarity ensues when the consumer can't figure out why he can't get the Sopranos in Dolby Digital 5.1......
4. Component Video Cables. These are Red, Blue, and Green connectors that have RCA like connections.
5. DVI or HDMI Connections. These are the best and may, in the future be required for the best picture (they will downrez to DVD quality otherwise) if Hollywood has their way as there are copy protection safeguards in place on these type of connections. The cables are also expensive (12 ft. will set you back $100-150 at your local Best Buy although cheaper ones are available through various internet sources). Many find that their 3+ year old TVs have DVI connectors only. A DVI/HDMI converter or cable is needed but they will work together.
Generally you should use the best combination that you can. If you have an HDMI output available as your best receiver connection, but your old TV only has an S Video input, than you are stuck with SVideo. ALL HDTVs have either component video or DVI/HDMI connections which are required for high def content. SVideo can only pass through non HD content.