VPI turntables come with phono cables?

No, the Scout does not come with cables.

None of them do. You can use whatever you like; theirs are good, I also use VDH The First Ultimate.

Do I only need regular cables like the ones that are used to connect a CDP to an amp, or do I need one of those "Y phono cables" - the kind that have a round plug with multi-pinholes in them?

You will need regular RCA cables, one for each channel. Just make sure that they are shielded. I learned the hard way after buying a pair and getting radio transmissions through the phono input.
HTH

Awesome! That's everyone for making it clear to me as to exactly what I'll need!

Can one use regular interconnects for the phono cable or does it need one of those cables that has some grounding in them attached to another small piece of wire.

you can use regular (shielded) cables and a piece of old speaker wire or the like for the ground.

I actually like the VPI cable very much after trying a bunch of others. It's shielded and has the ground wire in the outer casing too.

Sounds V good to me.

I bought the shielded VDH but regular may work in some cases. If you have grounding problems just run a separate ground wire using single core Radio Shack wire, 20 or 22 gauge should work. One end to the post on the VPI junction box, the other to the preamp or phono stage. The cables you are thinking of have a DIN connector on one end and the ground wire on the other, with the VPI just use a plain wire as described above.

thank for your clarification- that helps a lot.