I just made a few sets of interconnects which cost me $30USD each. I ordered cable from maplin (UK electronics supplier). The cable is coded RG214 at www.maplin.co.uk.
You can probably find the same in the US. It's MIL c-17 spec silver plated copper coax. It sounds very good to me, and much better than any commercial interconnect I've heard costing $100 or less (I mostly heard audioquest cables). This particular cable was a bit tricky to solder and strip because the braid was so thick, but the effort was worth it : I needed 3 sets of interconnects, and I saved $100s. For reference the interconnect is running between a Monarchy Audio 22a DAC and a Densen B-100 integrated, both of which cost around $1000USD new ... so it's not a megabuck system, but it's reasonably good quality. In my opinion changing from my previous OFC interconnects (also home-brew) to this silver cable gave me more improvement to clarity than the Monarchy DAC versus the outputs of my Marantz CD67 ! (And this was originally a $1000 DAC !)
I haven't got any experience with making speaker cables, but I'm intrigued by the supplies of teflon coated silver/copper military wire at www.worldwidewire.com
My advice is to have a go at making it ... it's not difficult, it can be fun, it doesn't cost much, and it saves you the worry of handing over loads of cash to some snake-oil salesman.
One of the posts above said it's not so simple ... it may not be simple to be optimal, but it's pretty easy to make a very good cable. (I also make wine ... and the same is true !)