Your question suggests that you don't really understand the situation.
Your computer (or a video card that you are thinking of getting)
probably has a DVI-I connector. This single connector includes BOTH a
digital interface and an analog interface using different pins of the
same connector. Thus simply switching from a 15-pin analog VGA
connector to the DVI CONNECTOR doesn't specify which interface (analog
or digital) you will be using.
However, if your monitor accepts a digital signal (and the presence of
both a DVI and an analog 15-pin connector on the monitor is a clear
indication that it does), then yes, there will be a quality improvement
in using the digital interface (cable with DVI connector on both ends,
and you MIGHT still have to make a menu selection of analog or digital
input signal). How great the improvement will be is impossible to say.
On some monitors it is possible to adjust an analog signal so well
that there is no visible difference. In other cases, the difference is
tremendous. Quite a lot of this has to do with the quality of the
analog video cable, which is highly variable.