They don't have to be expensive, unfortunately there's a lot of snake oil being peddled in the cable industry. That's not to say there aren't varying grades of cables, but most of the well-constructed ones cost far more than than they are worth. If you can solder, there's nothing to stop you from picking up some RG-59 and RCA plugs for a good video cable, and some siamesed RCA cable for the audio channels.
Let me know if you need some help.
Best regards,
Floyd