What cable companies make the best cables and sell them directly?

I also agree with Herman's commments...moving your speakers even a few inches makes much more difference than cables.

Chin Audio Labs.

Sometimes a direct seller is less likely to discount so as to avoid being accused of undercutting their secondary retailers. Sometimes returns are only accepted for replacements and not refunds. When dealing with a direct seller those replacment options can be much more limited than can sometimes be the case with a secondary reseller that might carry additional lines.

+1 AntiCables

The ICs and SPKR wire are well made, reasonable in price (basic to exotic) and available in both custom sizes and connections.  

I have used Audio-Envy cables for all of my RCA analog interconnects and speaker cables.  I have found them to be really musical and balanced across the frequency spectrum.  Captain is the owner and is happy to work with you and I believe they still have a return if not satisfied policy.  I highly recommend them for sound and price.