When it comes to cables, I always use the best connection possible, but don't fall into the trap of more expensive cables being better. Monster likes to make everyone think their cables are light-years better than everyone else's, but you can get the same quality stuff for much cheaper. Same goes for the "official" Microsoft cables. My $6 set of Dragon VGA cables looks just as good as the $40 MS brand.
I hate plugging these guys so much, but if you didn't know them already...
www.monoprice.com
Awesome cables at insane prices.