Exactly what kind of cables are you talking about? There's a good article on speaker cable buildling that Mudcat did (too lazy to link), but as for interconnects, building them would be too hard to do by hand. They require precice distances to maintain their impedances and thus function correctly. Besides, making acquire a braid shield would be hard, and, since you're going to be exposing it, you'll be allowing it to oxidize. Speaker Cables are very feasible, but IC's, 'fraid not.