S-Video would give a better signal than composite, as composite, is about the lowest quality video signal you can get.
I doubt very much you'll get a DVD player with D-sub, I've certainly never come across one myself, although you might be able to get an adapter to allow the D-sub to take different signals if you do choose to upgrade your player.
Lektropacks have some D-sub to rca cables, these would take a component signal to a projector.
http://www.lektropacks.com/view_item...1&&category=39
Obviously this won't help with your vcr, but it will get a better quality DVD signal should you get a DVD player with a component out at a later date. You could always buy a freeview box with S-video out (now you've free'd up that connection) and use that into your PJ, but you could just go on spending forever.