I think it goes, in terms of quality:
Coax (RF munged video+audio)
Composite (yellow RCA)
S-Video (the 4-prong plug you mention; also the same as the old Apple ADB cable)
Component (three RCA video plugs)
DVI
HDMI (?)
S-Video is fine, really on a CRT 4:3 (regular) TV. It looks great to me at 27". Though component video is quite nice. Dang. Now I really want to go into debt to get an HDTV.
Also, go into System Preferences --> Hardware/Displays and you can have spanning displays, i.e., the TV can not only mirror, but be an extension of your desktop. QuickTime Pro --> Present Movie works real well.