when I got a replacement monitor for my HP desktop (well, actually, a converted server), an LG 22" widescreen, it came with both VGA and DVI ports and cables for both. Initially, since the machine didn't have a DVI connection, I just used the VGA connectors and, of course, compared to the old monitor, it looked just great. However, as an ex-server, the on-board graphics capability of the machine was limited and so I fitted a new graphics card with 512 MB memory and both VGA and DVI ports. Comparing the VGA connection on the new card, the difference was very significant but when I switched to using the DVI ports, the display was even better and seemed more responsive (subjective, no way to measure).
So, would I go out of my way to replace a VGA monitor with DVI for no other reason? As Bob says, probably not worth it. But if I was replacing the monitor anyway, yes, I would not consider one that didn't offer DVI. That said, if the machine you are connecting it to doesn't have a DVI port (e.g. a laptop possibly), then you would stick with VGA.
You could go along to your local computer shop and see if they can demonstrate the same monitor on both VGA and DVI to help you make up your mind.