Depends on your eyes and your display. I can see dramatic differences between component-video and S-video even on my 27-inch bedroom display. It's better.
By asking if there are "any other kinds" of players, are you asking about different kinds of outputs? If so, yes: A relatively recent development is the appearance of DVI outputs on a few players.
I have the Sony 46" widescreen HD TV, and a DVD player that is about 5 years old. It has Component Video Output and S Video. I'm currently using S video but i'm wondering if Component Video cables would make it look better.