Connectors



PS/2 Used for keyboards (purple) and mice (green) on ATX form factor computers
5-pin DIN Used for keyboards on AT form factor computers.  Also used for MIDI, like on the Live!Drive from Creative
9-pin Serial Used for mice on AT computers, as well as ATX if you wish.  Also used for external modems, null modems to connect computers together and connecting devices like PDAs, cell phones, etc... to a computer
25-pin Serial Found on AT form factor computers, external modems and null modem cables are all  I've seen this port used for but there probably is more
Parallel Used for printers, scanners, external CD-ROMs, external ZIP drives and connecting computers together
USB Used for mice, keyboards, printers, scanners, ZIP drives, PDAs, external CD-ROMs/hard drives, game controllers, etc... there's just too many to list
6-pin Firewire
and
4-pin Firewire
Used to transfer video from digital video devices to the computer, and connecting external hard drives and ZIP drives. Also used to for connecting two computers together.
MIDI/Game Port Used for connecting MIDI devices and game controllers
Audio Connectors Used for connecting speakers, microphones and external sound devices
RJ-11 Found on modems (as well as other phone equipment) for connecting the phone line
RJ-45 Found on network cards, hubs, switches, routers, etc... for connecting to network cables
VGA Used for analog monitors (CRT and some LCD)
DVI-I Used for digital monitors (some LCD) but also has an analog signal so that an analog monitor, with the aid of an adapter, can be used 
DVI-D Used for digital monitors (some LCD)
S-Video/Composite Found on video cards to allow the video output to be outputted to TV/VCRs via S-Video or, with the aid of an adapter, Composite (RCA)
S-Video Found more on laptops than desktop video cards, does the same as above but does not have the Composite part.