Redant make a variety of VGA boxes for each of the 3 main consoles:
XBOX
You can get a standard VGA box but all this does it convert Composite Video to VGA which is a poor substitute to proper RGB HV VGA. Using this won't give you a better resoultion/picture than what you would get on a standard TV. However, Redant will shortly be releasing a 480P version of the VGA box that will allow you to take advantage of the higher defination display output by the XBOX. My advice would be to wait on this. Both of the above boxes will work with PAL/NTSC consoles.
PS2
Redant have just release a new PS2 VGA box that allows Component to VGA conversion so should be a good quality solution. It has a whole list of other features too and enables you to connect your PC at the same time with an auto-switching ability. See this link for a full description:
http://www.lik-sang.com/catalog/product_info.php?category=3&products_id=274&
Gamecube
Again, Redant make a standard VGA box for the Gamecube but as Sinzer says, it is not compatible with PAL Cubes. For NTSC Cubes, all it does is convert Composite Video to VGA anyway so the picture will be quite poor.
As Jim pointed out, I could build you a custom VGA Cable for your Gamecube which outputs a true RGB HV VGA signal but unfortunately it's only of any real use on NTSC Cubes when playing Progressive Scan games. The reason being is that most PC monitors (in this country anyway) will not sync to a 15KHz signal which is what would be being output by your Gamecube in Interlaced mode. As the PAL Gamecube has no Progressive Scan ability, then to use VGA via one of my cables, your monitor would need to be able to operate at 15KHz. Check your manual but it's doubtful. So, you will only get a picture on NTSC Cubes on Progressive Scan games because the signal is being transmitted at 31.5Khz. If you have an NTSC Cube, it's still a worthwhile consideration.
There are other options out there but things generally start to get more expensive etc..
Hope this helps
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