where to buy DIY cable supplies

Here are a couple:

http://www.partsconnexion.com/

http://www.percyaudio.com/

Some more:
http://www.marchandelec.com/
http://www.parts-express.com/
http://www.mouser.com/
http://digikey.com
http://http://www.newark.com/

Please note that partsconnexion isn't the primary distributor for DIY parts while mouser, newark and digikey are the ones to get the best deals per/unit of what you're looking for. parts-express may have similar high-end connectors as partsconnexion to compare.

ebay is the place to look.

http://www.vhaudio.com/

Two sources for me.
1. Pacific Radio: www.pacrad.com
2. Cable Wholesalers: www.cablewholsale.com

The carnare GS-6 cable is great for general use and the canare F-09 RCA connector is really good. You have to be careful using it as it grips so well that for cheap electronics, it will pull the connector right out of the chassis.

enjoy

Home Depot, seriously, and Markertek.

Bluejeans cable.com

TAKEFIVEAUDIO.COM is a awesome place for DIY.

Also try moon-audio.com and google sonicaps.

The others have already mentioned good websites to buy quality cable supplies from; however, ICRFQ is also worth mentioning here. Here's a link to one of their cable categories: Cable Assemblies - Electronic Components

Douglas Connection.  Check them out for some excellent connectors, wire, cables and accessories.

http://www.douglasconnection.com/main.sc

I used Douglas.  The owner spent a ton of time with me and provided great recommendations.  

soniccraft.com is another one.