What is the best way to connect a MacBook Pro to a Samsung TV set?
Well it really depends on WHICH MacBook Pro you have as there are a number of output options available.

If you have a fairly recent one I would get the mini display port to HDMI adapter available from Apple (or Amazon, or whoever) and an HDMI cable and use that. It also has the benefit of carrying audio as well so you don't need a separate audio cable.

I use this exact setup with my Mac Mini to play videos I get from the iTunes store on my living room TV set. Works a treat!