VGA and DVI are connectors used in transmitting video from a source like a computer to a device like projector or Television that will help in displaying the transmitted video. The major difference between the two connectors is in the quality of the picture and the way the signals of the video is travelling. VGA is an old device and it is used in transmitting analog signals.
While VDI is newer than VGA and is used in transmitting both analog and digital signals. VDI is mostly used by people who can afford it because it has a huge advantage over VGA. people use VGA when they can't afford DVI. Physically you can easily differentiate between VGA and DVI, DVI connectors are white while VGA connectors are blue in color. If you are looking for a good transmitting device, DVI is recommended because it gives a sharper and better picture when compared to VGI.