http://www.entechtaiwan.com/images/dvicon.gif
There's your different types of video output. The 'Blue Cable' is VGA. The other mini-DVI cables are a bit harder to come by, as the technology is not supported as much anymore (at least, that's my opinion)
Composite video is the yellow jack. Sounds like that may be your 'cheapest' connection.
SVideo is a better connection than composite.
VGA and up will provide a highest-quality connection, but my guess is that the Itunes videos that you're renting are going to be lower than high definition, anyways. Just something to think about before you blow a big wad on cables.
Also, none of the video outputs you have listed will carry audio. You're still going to need to figure out a way to get the audio out into the television.