How difficult to build your own cables?

YouTube links to videos of good cable-building projects would be great too! 

If you have good soldering skills, you can DIY interconnects. Years back I saw that Rega Couple was getting good word of mouth. And all it turned out to be is Klotz cable (often available in instrument shops) and Neutrik Profi RCA's. I built those, plus I've made some interconnect using DH Labs wire and Vampire RCA's. I've also built balanced cables using Mogami wire and Neutrik connectors. Good luck and have fun! 

Chris Ven Haus has a "recipe" on his site:

https://www.venhaus1.com/diysilverinterconnects.html

I can't vouch for it other than it exists.

eric squires here build his own cables  .He can lend an ear for sure hit him up

Western Electric wire with KLEI RCA's makes for a killer interconnect.