Right now I have ATI TV Wonder Pro, and the program that comes with it. It's alright but Im looking to upgrade. Post w/e you think is a good capturing program and other useful stuff. Feel free to talk to me on AIM, MoritzZzZz.
Virtual Dub is probably the best way to go. You can check out the tutorials brohan wrote too. It's easy to use and it's probably the most used so lots of people could answer your questions