I've used:
VGA Monitors: HDMI to VGA adapter
CRT TVs: Composite Jack (the audio out jack also sends video) to RCA (clearance Zune cables off Amazon work great... HAH HAH)
LCD TVs: HDMI to VGA adapter. Have also used the Composite to RCA
CRT Arcade monitors Using HDMI -> CVGA converter card.
If you do not have anything plugged into the HDMI port on power up, the composite jack works fine with no configuration. It will auto set size to... (I think it's 640x480) just based on using the composite jack. Audio quality sucks, but the video is fine.
You can edit the config in the boot if you need special settings. I'm sorry I can't quote them off the top of my head right now. Suffice it to say, I've tried a bunch of methods and they all worked fine. It gets a little complicated if you have HDMI as well as the Composite jack hooked up at the same time and want to switch between the two as the Pi opts for HDMI by default. Generally speaking though, I have had little trouble.
I also own a GERT VGA header card, but PiSupply or whoever, didn't send me one of the 2% tolerance resistors so I can't finish wiring it up. I'd love to run that thing straight out and see what happens, but no luck yet.