It is generally preferred to use thicker shielded cables, and preferably gold coated contacts.
Monster is a good brand, though somewhat expensive. There are other options similar to monster, for a lower price. Radio Shack has some nice thick gold cables, for example. Specialty audio/video stores (online or offline) tend to carry some also, from varying brands. Stores like Best Buy and Circuit City carry Monster, but nothing else.
Thin flimsy cables are not suggested. Coaxial cable is especially terrible when using inferior graded wiring. Composite can be, as can s-video, but the differences are not always as extreme as coaxial cable.
I use Monster cables from my VCR to my TBC, and then again from my TBC to my DVD recorder or capture card. Your "main" viewing tv in the house should also be equipped with good wires.
S-video cable separates chroma and luma. Or rather, maintains the separate signals from the tapes. This is the preferred way to transfer video, as it prevents chroma noise that can happen on a composite signal. Chroma noise is when extra color is created in the signal where it should not exist.
COMPOSITE SIGNAL (note the colors added to the B&W image)
S-VIDEO SIGNAL (clean B&W image)
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