Regardless of any differences, all three work fine for use with Sonar.
I have run VGA and HDMI to 2 monitors for over 2 years now, with no difficult whatsoever, AND, the HDMI connection routes Windows sounds outside of Sonar to the 32" HDTV's speakers, making it SUPER easy to have Sonar get exclusive use of my audio interface, and the Windows Default Audio Device for all of the rest of sounds shares the HDMI cable with the video signal, so it's a win-win.
Bob Bone
Bob