PS3 you can use HDMI/DVI converter maybe sure your lcd monitor is hdcp compatible.

as for ps2 and wii.. you only stuck of using vga box.

the scaling feature through those cheap vga box is horrible, especially when played on monitors with much higher native resolution.
component cables deliver great image at around 1080i depending on your monitor. it is the best option for a ps2, as it doesnt have vga nor dvi. however, not all monitors have Component inputs. they are only available in a few high end monitors from brands like Samsung and Sony. my monitor has component too, but that's a different story. extra image for feel-good-feeling