The connector does not matter. Period.
You are trying to make things much more complex then they need to be or ARE in reality.
All analog video is carried on 75 ohm coaxial cable in order (generally) of quality:
Composite: Uses 1 Coax cable
S-Video: Uses 2 Coax cables
Component: Uses 3 Coax cables
SVGA: Uses 5 coax cables
The ends of the cables don't matter a whole heck of a lot. S-Video uses that nifty round mini-din connection (the one with 4 pins inside) to look distinctive, but there is no reason they couldn't just have used 2 RCA ends, or 2 BNC ends - it does NOT change the video that is on the cable!
The key component is what type of video do you plan to use and what do you want to achieve? If you plan on watching HDTV, that video signal requires a component connection between your set top box and the display device (TV). If you only want S-video, you can use a pre-made s-video cable and will achieve the exact same results as making one yourself. If all you want is regular composite video, then the same is true, just use some store bought composite cable.
The pros use BNC connectors not because it improves the quality of the image, but because BNC connectors lock into place so an idiot customer can't mistakenly pull the round mini-din cable out of a switcher. Likewise, regular RCA connectors just can be pulled off by a technician working on another component in the rack. Changing your connections will not improve the video quality. It's like having a home with a red key for the front door, or a green key for the front door. BOTH keys unlock the door and allow you inside, it simply doesn't make things better to use one over the other or lose sleep over it.
You hear a lot of talk about HD and DVI and HDMI... it's not the cables or connectors used that makes the difference, it is having a VERY high quality signal!
If you want the best image on your HD capable television, then feed it high definition television which you can only send over component, DVI, or HDMI.
Use the RCA connectors on your DVD player. Use the mini-din s-video connector already on your Dish box. Upgrade to HDTV if your tv supports it and you can afford it.