Should I be concerned at all, about hooking up old school video game systems to modern TV's?

I have a big Sony 51 inch HDTV. I have an old Atari 2600 in the garage that I was thinking about bringing out, but I had heard somewhere that using an old Atari 2600 on a modern TV, could damage it.

Is this true?

What about the other old systems?

While we are on this topic, which video game systems don't allow you to use any kind of audio video cable? You know the one with a Yellow, Red and White plug?

Does the NES have an audio/video cable that you can get?

Has anybody ever hard wired an Atari 2600 to use an audio/video cable?