The things you might want to know:
VGA Cables - The generic name of "VGA Cables" is most often used for cables with the HD15 "D" style connector. It supports Analog RGB/HV video. Resolutions can be from 640x480 up to very high resolutions including Wide screen formats.
DVI Cables - DVI Cables can support both Digital and Analog Video. Analog resolutions can be as high as VGA. Digital video resolution support depends on whether the cable and equipment support Single Link or Dual link. Single Link resolution goes up to 1920x1200@60Hz. Dual link goes up to 2560x1600@60Hz. All components need to support Dual link for you to acheive dual link resolutions.
HDMI and DVI to HDMI - HDMI usually supports up to 1080p (1920x1080@60Hz) as does HDMI to DVI or vice versa. HDMI and HDMI to DVI is digital only, they do not support analog video. Connecting HDMI devices with HDCP copy protection to DVI Displays requires the DVI Display to properly support HDCP or the video is not allowed to pass.
DisplayPort (and mini DisplayPort) Cables - DisplayPort Cables are the latest new standard. It supports digital-only Audio and Video like HDMI. In addition to HDCP, DisplayPort also uses DPCP (DisplayPort Content Protection).
DFP Cables - DFP was the precursor to DVI and is compatible with the digital portion of the signal. DFP does not support analog video.
Geeky stuff you might find boring:
VGA Cables - The HD15 "D" style connector uses "high density" pins which are smaller than the old school pins used for the D connectors used for Serial and Parallel ports.
DVI Cables - see our DVI Cable Info Page with Pictures and Descriptions of the DVI Connector Types and Cables
HDMI and HDMI to DVI Cables - see our HDMI to/from DVI Cable page
DisplayPort Cables - Wikepedia's DisplayPort Page.