I just use a very thick, well-made RCA yellow video cable. Sounds perfect to me.
What matters most here is that you use a coaxial cable for these digital signals as these circuits are expecting a specific impedance. Video and digital applications both require 75 Ohm impedance, analog applications do not. If it is spec'd at 75 Ohms and it feels good, then it probably is fine. If it was sold as an audio cable, then you have no guarantee on its impedance. The "yellow video cables" bundled with most A/V equipment should be 75 Ohm, but may not be of decent quality construction. http://www.epanorama.net/documents/wiring/cable_impedance.html
talks a little more about how cable impedance is measured and forum discussions such as http://www.avsforum.com/avs-vb/showthread.php?t=426382
deal with whether or not cheap cables meet the specs and whether or not they are "good enough". The way I view them - in pristine condition they probably meet the spec, but their durability may be questionable.
You would want to avoid cheap, thin stereo cables, but anything that's thick enough to handle the bandwidth and looks well-made should be fine.
You probably do want to avoid cheaply made cables, but their thickness is not really a good indicator. As long as they are specified at 75 Ohms then the thickness of the cable will be appropriate for the dielectric used to separate the inner and outer conductors. The thin coax cables you see, which are mostly from the boutique cable brands since they market to the "style conscious", are simply using a different dielectric to allow a smaller distance between the inner and outer conductors. The main issue with the quality of a coaxial cable is how well it maintains the distance between the conductors when you bend it. If it creases then the two conductors will be closer where the crease is and the original impedance spec is no longer accurate. If a given cable bends well without creasing or resists bending in the first place (again without creasing), then it will likely maintain its specified impedance well since it will maintain the distance between the conductors reliably as you handle it and install it.
Monster has made more money off lies than any other company around.
More like false promises - that their cables have a property (which they probably do) that matters to the intended application. On the other hand, some of the moderately priced boutique vendors do produce cables with some desireable properties - like they may bend more easily without creasing which would make them more useful in using in a tight space. A cheap brand X cable will likely be fairly stiff and will be ruined if you try to bend it too much - not a problem if you have plenty of room to install it in with few corners to navigate.