If I don't say so myself, there are two very nice sources for DIY Component Cables...
Chris White's Website
My DIY Cable Website
Hope these help..... However, I feel that the best "value" in DIY is when you have to make alot of cables and long runs. IMHO, its not worth it to make one cable (or two) even for long runs. Under these instances, I think RadioShack cables will work just fine at a much cheaper price then the local HT/Audio store.
Now, there are several users, like Vince Maskeeper (sp?), that does make DIY cables like those shown in the links for a very reasonable price
-Dave