Yup, just an HDMI cable if it has an HDMI port.
If not, then a
Component video cable (Red, Green, & Blue RCA phonos) or a
VGA cable.
Component is preferred by some due to the colours, VGA is preferred by others due to the sharpness. Before I had an HDMI enabled 360, I used VGA. Looked better to me, and the colours have long since ceased to be an issue with VGA as they updated the dashboard ages ago to add "Reference Levels" (use "Expanded" for VGA).
Only issue with VGA is that it won't work for 50Hz only games... although there are very few of those around now, mainly just a few
original Xbox games IIRC.
Depending in which version 360 you have, and when you purchased it, you may already have an HDMI cable or a Component cable with it.
However, if you're unlucky, you may well only have a bog standard Composite video cable (Yellow RCA phono) plus a SCART adapter. Composite is the
worst possible connection method.