I've read that HDMI is the best cable to use for monitor to computer. I'm currently using VGA. Is there a significant picture improvement, i.e. worth changing? Thanks, Robert
"Best" is hard to qualify in an absolute sense. HDMI may offer functionality that other connector types lack, such as carrying audio, supporting HDCP, and so on, but saying that it is absolutely "better" than any other connector is a stretch. This will depend on the capabilities of your graphics card, monitor, and specific needs.
Digital video, in general, is less susceptible to interference and more consistent in quality, however analog video outputs on computers since around 2002 have been of "perfect" quality (that is, they are consistently good enough that any differences will generally only exist on a scope, not something that you can "eyeball"). However, some monitors may not have the highest quality analog input circuits, especially if you're using an LCD (or other digital display) where the analog video is being converted to digital inside of the monitor.
HDCP functionality may also be an important consideration, if you're at all interested in protected HD content (e.g. Blu-ray) on your PC. HDCP will be a requirement for that video to be viewable.
HDMI should not be viewed as the only path to digital video, or HDCP, however. HDMI and DVI share the same video signals (and there are adapters that will "convert" one to another), and both can support HDCP. The big difference is that HDMI can also support audio. HDMI is generally found on consumer electronics devices, like TVs, while DVI is more common for computers. In recent years HDMI has become somewhat popular for computers because it is a physically smaller connector, so it allows manufacturers to squeeze more features into a smaller physical machine.
DisplayPort is a separate but similar standard to HDMI; it offers digital video and audio, but relies on different signalling protocols. Devices do exist to convert DisplayPort outputs from computers to HDMI (or DVI), however these are true converters, and are thus directional (that is, you can't hook one up with DVI out from your computer to a monitor that accepts DisplayPort input).
As far as whether or not you should switch, that depends on your needs. If everything is working correctly as is, there's no reason to bother with changing cabling. If you need to support HDCP, or your display will only support higher resolutions via digital (this is true of many 120Hz+ monitors, and many monitors with resolutions over 1080p), then switching cabling to digital may be worth the slight investment (an appropriate cable for HDMI/DVI/DisplayPort/VGA should not cost more than $10 unless you need significant length). If you are hoping to connect to a television or other device with built-in speakers, or otherwise need audio, HDMI or DisplayPort may be a better solution than VGA or DVI as they can carry audio, however it will require both the display and your computer to support audio via DisplayPort or HDMI (generally DisplayPort devices will do this, however some HDMI devices do not support, or do not fully support, audio as they should (this is especially true of older devices)).
If you have any further questions, or need clarification, feel free to ask.