HDMI and DVI are, for all intents and purposes, the same thing. The only difference of any note is HDMI does audio. One of those two would be preferable to VGA, since VGA is an analog signal. While LCD monitors today have made huge strides in image quality over VGA, the fact remains that the video card generates a digital signal, that then has to be converted to analog for VGA, then back to digital at the monitor. So if you look closely enough, you will be able to see a difference between VGA and DVI/HDMI.
The choice between DVI and HDMI is really just a matter of convenience. If want to run audio through speakers on the monitor, then HDMI lets you do it with only one cable instead of two (or more). Otherwise, if you have a spare DVI cable laying around, maybe that's easier, or maybe you'd prefer HDMI for whatever reason. Doesn't matter so much which, just pick one of the two: DVI or HDMI.