Here's a short tutorial on making high quality interconnect for those that don't want to spring for expensive crimping tools. I prefer Canare mic cable and canare crimp-on RCA plugs, but any higher quality mic cable and quality RCA plug will do. This is a bit more flexible than the coax recipes that some people like to use and has good noise rejection characteristics.

http://www.wmeckle.com/CABLE/Cable.htm

Or you can just take the guess work out and buy cabling from Outlaw. I like the locking RCA connectors they use.

Cheers,