I agree with the 1-piece wire approach whereby a single high-quality tonearm wire extends from the cartridge clips to the RCA plugs going into the preamp (or SUT). Mesch asked if any commercial tonearms do this, and the answer is Definitely! Each of my arms came that way---Triplanar,Schick and Siggwan. Typically the fine-gauge tonearm wire goes into a sheath a few inches from the arm with perhaps a ground wire inside which adds bulk and mass and makes the delicate wire much more durable. I have never had any problems with the wiring in my arms.
Re-wiring a tonearm can also be a nice sonic upgrade. I recently replaced the Cardas wiring in my Siggwan with something called "1877 Phono" wire, and this made a nice improvement in sound. The RCA plugs at the preamp end of the wire are also important. The Siggwan came with KLE Copper Harmony plugs, but swapping them out for KLE Absolute Harmony plugs made almost as much difference as the wire itself.
Re-wiring a tonearm can also be a nice sonic upgrade. I recently replaced the Cardas wiring in my Siggwan with something called "1877 Phono" wire, and this made a nice improvement in sound. The RCA plugs at the preamp end of the wire are also important. The Siggwan came with KLE Copper Harmony plugs, but swapping them out for KLE Absolute Harmony plugs made almost as much difference as the wire itself.