The way I do it is using the S-video cable which is the common video out connection on a laptop (circular plug looks similar to a PS/2 mouse connection).
This can normally connect to the front ports on a TV, or a VCR/DVD.
Also a Stereo jack 3.5mm to phono lead (red / white) plugs for the audio, this also plugs into the front ports on a TV usually.
Should give you a pretty good signal.
If you don't have front ports on the TV or S-video, you could use a SCART adapter which lets you plug these directly into the SCART socket on the TV.
If you wanted the best picture possible then you need to spend some more money on a VGA converter box maybe.