Plugs and sockets come in a variety of materials - gold, chrome, brass and silver etc. Prices vary, but generally, better electrical contact is made with softer metals like gold. This is because the abrasion of inserting a plug will very slightly wear and clean the point of contact.
When using multiple leads in an audio setup, colour coded cables are a real boon in helping to work out where all the traffic is going.
Remember that thicker cables are going to be more expensive, less flexible and heavier, but will probably offer superior screening to thinner ones.
If your leads are going to move around a lot like mic and guitar leads tend to, particularly in live situations, then a strain relief spring or sheath is a good idea. For DIY leads, heat shrink sleeving works quite effectively.