I am trying to connect my Raspberry Pi. Since I don't have an HDMI TV, I just have a laptop with anolog OUTPUT.
This is what I bought: Raspberry Pi 2 - MODB - 1GB - Quad core
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I am not familiar with laptops having analog video input (video capture could work, but I have never seen one built in). So I agree that in the long run you want to setup ssh.
The problem is that most instructions for setting up ssh for Raspberry Pi assume that you have access to an HDMI monitor or TV. So one option is to borrow such a monitor for a couple of hours and setup ssh. (DVI-D monitors will work with the right cable.)
The next option is to set up a serial connection using the header and a RS-232 driver such as the MAX232 family of chips or a USB serial adapter chip and connect that way, but you would have to wire it by hand. The third way to do this is to setup ssh before installing the SD card. This would require running a Raspberry Pi emulator on your laptop or really knowing Debian well enough to install ssh just by editing the file system. If my answer confuses you, just borrow a monitor.
Piyush, not sure what you mean with analog Input. The solution is to set-up a network connection between the Pi and your laptop and use SSH.
Here is a very good instruction which helped me to achieve that kind of connection.