DVI is the best among the three. And HDMI is nothing but just a DVI port that is kind of smaller in size. But the HDMI can be easily pulled off wheras the DVI port more likely stays in place.
Also you should never ever consider using a VGA port ever. The quality is not at all as good as DVI port. So, just use the DVI port and you should be fine. This is what we all use nowadays in computers.
You should check out this video for clearing any doubts about the Display Interfaces, etc. The video is by Linus Sebastian and he is one of the most trusted reviewers out there. So definitely see this video
Display Interfaces (VGA, DVI, HDMI, Display Port) Round Up (NCIX Tech Tips #84) - YouTube - http://www.youtube.com/watch?v=xMVDejZH4kw
This should clear all your doubts about Display Interfaces. It is a good video by which even I learnt what display ports are which is why I recommend this video to you
I hope this helps. Is there anything else I can help you in? I would be happy to help.