This comes up whenever audiophile cables are discussed, but it's worth repeating: don't buy the cheapest cable.
There may be no useful difference between a $10 cable and a $1000 cable, but very often there's a real difference between a $10 cable and a $1 cable. Even for digital data, really cheap cables often don't meet spec, and can cause frustrating intermittent problems. You don't need anything exotic to avoid that, just avoid the bottom tier.
An example from my living room: I use a 45 foot HDMI cable to plug my TV directly into my HTPC (for reasons of convenience that aren't that interesting). The spec calls for thicker-gauge wiring for HDMI cables over 30 feet (IIRC), and you'll quickly see the price jump between cables that meet that spec and cables that don't. Don't buy the cheapest junk possible, that's all it takes.
It used to be that Dayton Audio was the only "solidly built, not too expensive" brand I knew about for cables, but Amazon changed that - now there are a bunch of options, including some sort of Amazon store brand that seems to be fine.
It's worth paying a bit more for solidly-built cables that meet spec (and especially for Ethernet cables, for some guard on the cable that keeps the clip from snagging or breaking off it you need to pull it through a tangle). Anything beyond that is a bit silly.