There are different types of dvi cables that support the following:
dvi-I = carries both analog and digital signal
From what I understand, most video cards that have dvi output will send signal to both of the analog and digital sides of the dvi connector.
dvi-D = carries only digital signal
There aren't any CRT's that I am aware of that can use the digital signal. Not all LCD's support using the digital signal.
dvi-A = carries only analog signal
From what I understand, this is all that a CRT can use, but some LCD's can also use the analog signal.
So, the cable you buy depends on what your video card and monitor support. If you are only talking DVI-D, then don't spend the extra cash on a DVI-I cable.