Best input to connect a monitor to a Macbook Pro
I'd go with DisplayPort, if for no other reason than it's the native connector for your MacBook, and it's more likely that other devices will have DVI or HDMI, so that if you feel the need to use multiple computers with the monitor in the future you have those ports open.

Monoprice is my go-to source for cabling. It has a pretty good selection of DisplayPort (mini and full-size) cables and adapters, very cheaply, including  the mini-DisplayPort to DisplayPort cables you need.