The standard connection hooks into the yellow/red/white RCA jacks on your TV (if so equipped). You can buy a cable to hook up to the component video input on your TV if it has that capability.
If you have an HD tv, get the component or hdmi cable set to take advantage of the higher resolution, you can just use the standard yellow/red/white but the picture won't be as good.
Hookup is simple. Take a look at the instructions. Most modern TVs have several component (red, yellow, white) inputs, an S-video input, and new digital TVs have HDMI. We hooked our Wii up via component and it looks just fine on an only 36" Sony Trinitron.
Plug into the colored connectors to the right of those already in use, or the black round connector to the right of those. Those are composite and s-video connectors, respectively. I think the Wii supports and has cables for both.