I went with DH labs for digi coax, it sounds nice but I haven't tried a lot of different cables of this type. You can DIY coax, but you'd have to invest in a crimper, which I do not want to do.
I DIY my own ICs, PCs and Speaker Cable.
For speaker cable, best bang for the buck, and what I still use is a star-quad of mil-spec silver plated copper wire with teflon insulation. Choose your favorite 2 colors, put one end in a vice, the other in a drill, and twist the wires into a star quad... goal here is to reduce inductance, it raises capacitance, but not excessively. Price varies depending on the deal you get on the mil spec wire and what gauge you choose, mine came out to under $0.50/ft. It beats a lot of more expensive wires I've tried.
For ICs the goal is to reduce capacitance, the best designs have creative 3-D geometry that accomplishes this goal, my favorite is a counter-rotating, litz-braided helix using several conductors per pole. I used this Jupiter 8-strand wire, at $20/ft it's not cheap, but not bad either if you buy the RCA connectors and terminate it yourself.
http://jupitercondenser.com/Cable/cotton-insulated-cable.htmlPower cords I built are a twisted pair of 12 ga mil-spec wire (as above) with the ground counter-rotating around the twisted pair. Again, super cheap and big improvement in sound vs. "regular" pcs.