Over the years Apple has used several display connections with their laptop computers. Older Mac models had full-size VGA and DVI ports, which easily connected to external monitors through standard display cables. In recent years, Apple has conserved space in laptops by using a variety of smaller connections that require adaptors in order to use external displays.
If your computer was released in the past year, you more than likely need a displayport adaptor (even for newer Mac Pros), but other options for models include mini-DVI and micro-DVI.
To find which adaptor you need, Apple has a knowledgebase article that lists the adaptors it uses, part numbers, and a list of compatible computers. The list contains pictures and schematics of the plugs the adaptors use, which should make finding an adaptor easier, especially for older models with hard-to-find adapters.
The knowledgebase document can be found here: http://support.apple.com/kb/HT3235