Contrary to what continuum says (he's usually spot on, though), it's quite normal for a HDMI to VGA adapter to be fairly warm. Ballpark figure for a HDMI to VGA decoder is around 200 mA at 5 volts.

But for other matchups, you’ll need something with a bit of smarts. These range from simple HDMI-to-VGA for less than 10 bucks, to multi-adapters that cover every possible connection for $20 to $50.