High Definition Multimedia Interface (HDMI)HDMI is the ultimate way to connect your high-definition devices to your HDTV. It's a digital standard that provides the best possible 1080p video and audio signals through a single cable. Nearly all current generation devices are equipped with HDMI ports. It eliminates the tangle and clutter of multi-cable connections, and the cables can be just as cheap as any other type of connection. Just slide the cable into the ports. It's a total no-brainer: Use HDMI whenever you can. A word to the wise: Never buy HDMI cables in brick-and-mortar stores. They're always overpriced. No matter what "speed ratings" and other nonsense specs the salesperson throws at you, a $5 generic-brand cable from Monoprice.com or Amazon.com works just as well as a $100 Monster-brand cable from Best Buy. A digital signal either works or it doesn't work--there's no in-between, no varying quality. Seriously. If you think you see a difference, your mind is playing tricks on you. Sorry.
ComponentComponent is another high-definition connection standard, though it's analog rather than digital. The quality isn't quite on par with HDMI (it maxes out at 1080i), though most people can't see a different. Component connects with five RCA-style cables: three (green, blue, and red) for video, and two (white and red) for audio. It's a fine option for most people, but its no cheaper than HDMI and causes much more clutter. Use it if you have you, but we still recommend HDMI.
DTV/CoaxialThis is an old one but a good one. The coax (also known as RF) cable is primarily used to connect an antenna for over-the-air digital signals, though it also works with older analog devices. It's a single screw-type cable with one pin jutting out and should look very familiar to anyone who ever set up any kind of device on an old tube TV.
A/V CompositeThese old red, white, and yellow RCA jacks are probably the most familiar looking slots on your TV. The analog video signal is pretty crummy by today's standards, but people still use a ton of old devices, so don't expect this to go anywhere anytime. Some high-def devices that should connect via HDMI only come packaged with composite cables (Playstation 3 for example), so it's tempting to save a few bucks on an HDMI cable, but any edges in the picture will be visibly fuzzy. The HDMI cable is worth the cost in these cases. If you're connecting standard-definition equipment (including a Nintendo Wii), this will do just fine.
RGBThis 15-inch screw-type port is used to connect a PC, basically turning your HDTV into a colossal computer monitor. Sound comes in separately, typically through a 1/8-inch jack. The quality is great, though it requires some fiddling with the computer's control panels. A ton of computers don't even have RGB ports, so chances are good that you'll need to buy a display port or DVI-to-RGB adapter. There's a strong chance that you won't ever use this port, but it's still nice to have the option available.
And The Leftovers:S Video: Quite frankly, this is not in wide usage anymore. It's a single video cable that provides better picture quality than composite's single video cable, but it pales in comparison to component and HDMI. While composite is still alive and kicking, you hardly see S Video anymore. New TVs still include these ports (which require separate red-white RCA audio cables too), but you can pretty much ignore this one.
DVI: This format was the gold-standard for HD video before HDMI came along. It's been phased out for the most part, so it's rare that a new set still includes one of these connections.
Optical Audio: This is a digital audio output, for extra crisssssp audio. This one comes into play for serious home-theater setups and for the audiophiles that even need to listen to the evening news in pristine audio quality.