I just bought a 23inch Monitor which have HDMI. My VGA also support HDMI. But I found that we have to enable drivers and set things up before using HDMI. The monitor comes with a normal analogue VGA cable and no HDMI cable. Does this mean we are not supposed to use HDMI in a PC? Is it pointless? How about DVI to HDMI?
HDMI is worth it as your monitor gets a pure digital signal, rather than VGA, which is analogue, and thus more susceptible to issues like interference or poor quality cables. Using a DVI to HDMI adapter is fine, HDMI is basically a superset of DVI — the video protocol is the same, so there's no conversion loss or anything. Having a VGA cable but not an HDMI one is partly the company being cheap (although HDMI cables can be had for a dollar or two), and partly addressing the the lowest common denominator (although slowly VGA seems to be fading from even the cheapest components).