WEll I got both the official comp 5 colour lead that comes with it and the official VGA cable too. Using the comp connection the colours seem to be a bit bolder and brighter than VGA on my TV and its widely reported too. A recent update was meant to address it but I cant see the difference.
That said, I want my Wii on my comp connection and my 360 on my TVs VGA port cos I hate changing leads constantly. Now that Im used to the look of the VGA connection it doesnt bother me at all.
I also got a GAME own brand VGA cable and that seems just as good.
Lemmie know your gamertag when you get online dude!