making our own custom cables/interconnects ...

I just made a few sets of interconnects which cost me $30USD each. I ordered cable from maplin (UK electronics supplier). The cable is coded RG214 at www.maplin.co.uk.
You can probably find the same in the US. It's MIL c-17 spec silver plated copper coax. It sounds very good to me, and much better than any commercial interconnect I've heard costing $100 or less (I mostly heard audioquest cables). This particular cable was a bit tricky to solder and strip because the braid was so thick, but the effort was worth it : I needed 3 sets of interconnects, and I saved $100s. For reference the interconnect is running between a Monarchy Audio 22a DAC and a Densen B-100 integrated, both of which cost around $1000USD new ... so it's not a megabuck system, but it's reasonably good quality. In my opinion changing from my previous OFC interconnects (also home-brew) to this silver cable gave me more improvement to clarity than the Monarchy DAC versus the outputs of my Marantz CD67 ! (And this was originally a $1000 DAC !)

I haven't got any experience with making speaker cables, but I'm intrigued by the supplies of teflon coated silver/copper military wire at www.worldwidewire.com

My advice is to have a go at making it ... it's not difficult, it can be fun, it doesn't cost much, and it saves you the worry of handing over loads of cash to some snake-oil salesman.

One of the posts above said it's not so simple ... it may not be simple to be optimal, but it's pretty easy to make a very good cable. (I also make wine ... and the same is true !)

I've had a few ATT/ST cables made up for me by my electronics vendor. They cost about $30.00 a pair. They sound better than the Illuninations D-60 and Orchid. I've sent a few out and folks love them. I still think that if your gear has ST ports, use them. I just can't believe what is charged for a glass cable. These are not DIY though. I've taken classes on this. You don't know how old and shakey you are till you are working with something thinner than a human hair. But my vender does them all the time. Multi-mode glass fiber, ST connectors with hot fusion and polished. He's blown away everytime I come in and order a few and tell him what they are for.

My .02. There are many snake oil cables out there, just cut a few open to see. However there are many good brands where the engineering and materials are sound. The problem is trying to copy these. It is costly to buy pure silver wire (like 6n+), special dielectrics, etc. Then you have to design it properly. Also consider your time doing this. It may be better for you to just buy a good set of cables and enjoy. If you like to tinker and have a good engineering background then give it a shot.