First off, with the mini displayport and the mini-DVI port beginning in late 2008 and early 2009, analog is not so easy any longer.
1A. Early 2009 mini-DVI port to composite or S-Video
Beginning with these models, the mini-DVI to video cable that Apple has been selling will no longer work.
You'll need a converter now in order to use these connections.
First you'll need a mini-DVI to VGA adapter - Apple - monoprice
Then you'll need one of the converters listed in # 2 below.
1B. For every analog connection from the mini displayport, you must have:
A mini displayport to VGA adapter. You can grab Apple's or save some money and pick it up from monoprice.
(If you get the Apple adapter, first time you plug it in while connected to the TV, you should run 'Software Update'. Apple released an update for this adapter a few months ago, and I do not know if all the current ones have the new firmware or not.)
Add a VGA cable and you're good to go with any monitor or TV with a VGA port.
2. For composite and S-video, you'll need a converter along with the above adapters. A simple adapter will not work. You must have a converter. These were all around $100 when first released. But, have I got a deal for you.
At under $30, head over to monoprice again.
For those that prefer Amazon, the currently best reviewed one is here.
Both of these are powered by USB. I believe both models have a composite cable and the monoprice model includes an S-Video cable.
You cannot use an adapter, such as one of these, instead of a converter. An adapter and a converter are two different items.
See Post # 15 below
3. Just to complete this post for future readers, those interested in a component connection, you will also need a converter. You're not going to get away with $30 though. Don't even bother looking at all those VGA to component cables out there... they will not work on your Mac... nor on most any computer for that matter. I have seen some cheapie converters recently as low as $80, but typically they have been priced in the $150-$250 range.
4. Audio Most folks using these older connections already know what they need. But for those few that are new to the whole concept of connecting your computer to a TV, typically you will need what's called a stereo mini-plug (aka 3.5 mm stereo plug) to RCA cable similar to this one. The small single end plugs into your Mac and the red and white ends will plug into the TV next to the video port you are using.