An Adaptec GameBridge AVC1400/1410 should work well. I tried it with a friend's Xbox 360 and Guitar Hero III and it worked pretty well. There was a little bit of lag and some stuttering but I'm not sure if that's because the GameBridge or my computer weren't up to the task.
Oh, and the drivers don't work on Vista x64, so I can't use it on my desktop without installing an XP partition first. Beware if you 64-bit.
Both GameBridges have red, white, and yellow (composite) inputs, which end up going to your computer through USB. The 1420 (the one I have), also has a TV tuner, which should work if you have RF adapters that you need to plug in through coax. I personally haven't tried out coax yet, though, so I don't know how well it works.
I got my AVC-1410 from geeks.com. Unfortunately, though, it looks like they don't carry it anymore... either that or they're out of stock (mine was out of stock for a month or two; I had them send me an email when they came back in stock).
Here's the product link if you're interested in waiting.