RGB isn't the standard red white yellow cable that you get with the Wii. You have to get it separately but it gives much better image quality. It's on this page: http://wiiportal.nintendo-europe.com/11.html
I'm using one of those hence why I asked that question. But if it doesn't work with that I would have to go back to composite which I hope isn't necessary.
I'd like to add to Rummy's 4th question, if it still works when you use an RGB cable or a composite, because I've heard reports of RGB not outputting a correct image with No More Heroes for example.
Someone here has got Brawl to work, I'm presuming it's the US version. Hopefully we'll get some more info later.
Edit: After reading his posts, it's the US version.
That would have to wait till the end of the week as well. :p But I have it set up in an open space which is well ventilated and noone from my family smokes so it should be okay.