Din, you haven't completely described what cables you need, but certainly you'll need speaker wire, so if you haven't already done so
this explanation by a well-respected veteran audio professional should be studied. Inexpensive wire in a suitable gauge can be had, as the other replies mentioned, from local sources such as Home Depot or online sources such as Parts Express.
As far as interconnects, since manufacturers don't sabotage their own products, any cables you might get included with a player, etc. are fully adequate in most cases. The cable for the sub and any others you might need is usually suggested to be a coaxial cable(although this is a bit of overkill unless interference in the area is very heavy)and for that you shouldn't at a maximum need to spend more than the Dayton cables at Parts Express run.
