The best one is Nintendo's own component cables... no point in buying the more expensive one by Monster since you'll be paying through the roof for zero improvement in quality. Just make sure to change the video settings from SDTV to HDTV in the Wii's settings menu.

Component cables... they make a huge difference, including much more vivid colors and 480p resolution instead of 480i.

Just make sure to set the Wii to Widescreen mode, and EDTV / HDTV mode (480p) after you plug the cables. It's two separate settings.

http://www.monoprice.com/products/product.asp?c_id=108&cp_id=10830&cs_id=1083001&p_id=3566&seq=1&format=2

No reason to spend more.

This

By the way, the improvement in the colors depends on the games... Things like Zelda improve mainly the resolution, while in Super Mario Galaxy and Metroid Prime 3 both colors and resolution are much better.

And never buy Monster cables... overpriced cables for fools, they are. Especially when it comes to stuff like HDMI where any working cable will give the same image due to it being digital with automatic error correction.

@KylieDog: Yeah, though I have the official Nintendo ones. But I hear people saying they're happy with 3rd party cables, so...

http://www.amazon.co.uk/Nintendo-Official-Component-Video-Cable/dp/B000JJRV90/ref=sr_1_2?ie=UTF8&s=videogames&qid=1245541635&sr=8-2

These are the Nintendo ones (much more expensive unless you buy used).

I hated the component cables.
Sure they make graphics a little better, but it does little to improve the lag of controls, especially noticable in reaction games like Wii Music or Mario Kart.

Your TV is surely to blame for the lag. Does your TV have a game mode to improve response time?

I don't know if i picked up a Monster cable, i just remember walking into GameStop on Boxing Day after i got my HDTV on Christmas 2006, and bought whatever they had in stock.