Could some one explain how to buy best cables?

Economically that is. I am really confused. I look at clasified and there is price range from few hundred to few thousands! I am in market for interconnects for my new 'small' Jadis electronics based system.

Could you explain how to differentiate between snake oil and real thing?
What constitutes SOA cable?
What does $X000 cable does that $x00 does not?

thx,

Nil