Component cables
Good component cables are designed to carry the much higher bandwidth of the component video signal. There is a good article here in the cable info centre.
If your primary concern is cost, check out Radioshack gold series or Acoustic Research cables. You need a good grade of shielded cable with well made terminals, but you don't have to spend a ton of dough to get it.
I purchased Monster and AR on the same day, and feel I actually got a superior picture from AR. I returned the Monster cable and am very satisfied with AR. $100.00 in savings buys plenty of groceries.