Section One: Asking the right question.
Many times when it comes to hooking up a video game system, you'll see people asking the same basic question in a variety of ways. The problem is... it's the wrong question. The question goes like this:
Will this connector/adapter let me hook my TYPEA cable to a TYPEB port?
Where this is a $4 adapter they found on eBay and TYPEA and TYPEB equal S-Video, VGA, Component, SCART, HDMI, etc.
And it's the wrong way of thinking. Compare it the plumbing in your house. And I find an adapter that lets me hook up my right handed water pipes to my left handed natural gas pipes.
Would you hook your washing machine up to it? Of course not. Those pipes don't carry water!
The question you should be asking is:
What type of signal do I need to feed my TYPEB port?
Much the same way a steel pipe could carry water or natural gas, a video cable could carry a variety of signals. More times than not it's not a question of square peg / round hole where a simple adapter will do. It's a problem of signals.
I mean, your digital cable? The one you get 5,000 crystal clear channels on along with high-speed internet? It's the exact same cable I used to hook Pong up to a black and white TV with no knobs in the garage! It's the same damn cable. The signals are totally different!
Section Two: What types of signals are there?
In this day and age there are two main flavors of signals. RGB and YUV. Every modern console outputs one or both of these signals. Along the history of all consoles there are a few odd birds (The NES for example), but for the lion's share of systems. It's RGB and YUV.
Here is how an image is built from those two signals:

This is just an example... that's not literally the YUV breakdown, but it's a realistic simulation.
So as you can see, and hopefully have read, they're two fundamentally different animals.
One is water, the other is natural gas. Provided the appliance you're hooking it up to will accept that media... it doesn't really matter how it gets there. Steel pipe, copper pipe, plastic pipe, garden hose, a series of duct taped beer cans... Sure some are better suited for the purpose, but get the water to your dishwasher and things will be cool.
That's where your video cables ACTUALLY come in. Certain cables are better designed to carry one signal. Some cables will carry BOTH signals. Some cables will carry one but not the other.
Section Three: What types of cables are there?
http://www.npoly.com/videoConnectors.png
Big ass picture. I know. But here are all your standard cables. And pretty much anything that is NOT on there (displayPort, MiniDVI, etc) are just variants of one of those.
The image is self explanatory for the most part. What it does do is set up the answer to the initial 'wrong' question I outlined. Using Connectors, Adapters and Converters to plug TYPEA into TYPEB. As well, you're assuming the device is designed to use the proper specifications of the cable. There's nothing preventing me from designing my own wacky TV that actually sends an HDMI signal over 5 S-Video cables or 19 separate composite ports. Again, it's the signal not how it gets there.
But sometimes the signal has to change...
Section Four: Water into Wine
Actually sticking with our analogy, water into natural gas.
Looking at the evolutionary tree in the above picture, you can pretty easily figure out how difficult (translation: expensive) it is to use one type of cable into another type of connector. Those cables/signals which are closely related (i.e. VGA and DVI) are interchangable with little effort. That is, going up the tree. A VGA to DVI adapter is dirt cheap and works a charm. That's because the VGA signal is analog RGB, which DVI knows and understands. It's square peg/round hole time. Going backwards, you need to know a little more. If you know you have an analog DVI signal, then... no problem! VGA is analog too! However if you have a digital signal, then things get a tiny bit tricky.
Your four key words are: Analog, Digital, RGB and YUV. Going from Analog to Digital, Digital to Analog, RGB to YUV or YUV to RGB is like trying to convert natural gas into water. You're past the point of an adapter. You now need a converter.
Converters run the gammut of complexity and cost, depending on what you're doing and the quality you're getting. You can find an Analog YUV to Analog RGB converter at most online game shops, sold under the guise of a "S-Video to VGA converter" for $20. The quality you get from these boxes isn't all that great. The further back you start on the evolutionary tree, the worse the signal and overall conversion will be.
If you need one rule of thumb for the difference between an Adapter and a Converter, it's this: A Converter needs external power. An Adapter does not.
If you plug it into the wall. It's a converter.
There are other times you need converters as well. Not all signals are created equal. An older system outputting Analog RGB might not be outputting a signal that your Analog RGB monitor can understand. Which is where you need a specific breed of converter; the upscaler, to connect your Turbo Grafx 16 to your computer monitor.
Section Five: The Monitor
You have now learned enough to fully understand what a monitor expects: Natural Gas or Water. But, even still your ice maker might not be prepared for a 10,000 p.s.i water hook up!!!
Due to circumstances beyond anyone's control, the final hurdle you must understand is very similar to that. The fact that you have an Analog RGB signal doesn't mean it's designed to work with the specs of your monitor. For this topic monitor and tv are interchangeable terms.
While more a problem for retro gaming, modern monitors are designed to work in the 30khz sync range. Go down to Best Buy, pick out an LCD screen or a Plasma TV. Walk around and check out the stickers on the back. Dollars to donuts says it'll read something like "Analog RGB (30~60khz)". Your Sega Saturn? He outputs 15khz. You hook those two up and it'll be just like hooking that 10,000 p.s.i. hose to your lovely new ice maker. Prepare for an explosion.
And it's not just the Saturn. All of your old arcade hardware runs at 15khz too! Get a Street Fighter II motherboard, it's outputting Analog RGB @ 15khz. PSone is 15khz. Genesis is 15khz. Super Nintendo is 15khz... Most everything before the Sega Dreamcast is in that 15khz area.
Now there are monitors out there that play well with 15khz. If you live in Europe, you have no problems at all! Pretty much any TV ever made comes with a SCART connector which will happily take your 15khz signal and make sweet video love to it.
If you're on any other continent, you're not as lucky. This isn't the place for a comprehensive list of monitors but a few keys are:
- Old Amiga monitors (15khz)
- Any monitor with 4 inputs on the back (Red, Green, Blue, Sync/HSync) are safe bets.
- Any monitor listed as Tri-scan, Tri-mode (15khz, 30khz and 60khz) are good starting spots.
Some newer TVs do in fact support 15khz through the 'rgb input' on the back that looks like a VGA connector. So check the manual.
But, again, that's outside the scope of this post. Also outside the scope, there are a variety of upscanners you can use to convert the 15khz to 31khz. The ever popular XRGB series does that very thing. You can find EGA/CGA to VGA converters (CGA and VGA are both analog RGB, just CGA is 15khz and VGA is 31khz).
Section Six: The conclusion... at long last.
So then your problem solving should become easier as you compartmentalize the questions you gotta ask. You have the cable you got. You have the port you want to use. Just ask yourself:
1) What type of signal do I have?
2) What type of signal will the port understand?
3) Do I need an adapter or a converter?
4) What type of quality can I expect?
Digital DVI to HDMI? $2 problem, gorgeous results.
S-Video to HDMI? $40 problem, meh results.
RF to HDMI? Just buy a new TV or gouge your eyes out.