Some high end arms have the cables attached. My table uses a Clearaudio Satisfy arm has the cable attached, actually, it is continuous. This is a $1200 arm by itself. The wire from the head to rca plug is one continuous piece with no solder joints or other junctions, except for the one at the head leads. The manufacturer felt it was better to have a continuous uninterrupted piece of 'high end' wire. They also offer a RCA plug at the base of the arm version for those that prefer to use their own cables, but my table came with the continuous cable version. Unscrewing the RCA shell on the end, it is incredibly fine wire, as it would have to be if used as one continuous piece through the arm. It does worry me a bit in regards to durability of the cable, using such fragile wire.
-Chris