VGA connector is a 15-pin video interface used primarily for old computer outputs. The signals from VGA is analog signal. We know that the signals from computer video cards is digital signals, the display is also digital signals. So the use of VGA interface means a digital-to-analog conversion and a analog-to-digital conversion. It cause the signal loss, the displayed content is misty.
DVI connector has two standard 25 and 29 pins. There is no difference between the two interfaces. DVI interface transmits digital signal, and can transmit large resolution video signal . When DVI connect the computer video card and display, there is no conversion, so there is no loss for the signal.
HDMI interface also transmits digital signal, so it is basically same as DVI transmission for the video quality. HDMI interface can also transmit audio signal. If the display also has audio, the HDMI interface can trasmit the video and audio signals to display. HDMI has three interfaces: standard HDMI, mini HDMI, micro HDMI. They will be choosed mainly by the need of equipment. If the size of the digital camera is small and requires a small interface, use micro HDMI. The three interfaces are only different in volume and have the same function.