We did this once while traveling. It's a great way to over come the crappy selection of cable channels hotels offer!
I would get A composite (think that is the right name for those inputs!) that's the red, white (sound) and yellow (video) plugs. I'd avoid the component (red green blue), since many hotels don't have tvs capable of utilizing them.
The apple one is nice. It charges while you watch, but the one I got from them is the Red green blue plug.