What cable companies make the best cables and sell them directly?

There is NO BEST CABLE. It is FALSE that the more you spend on a cable the better is gets. That said, there are many excellent cable makers out there. You could try Morrow Audio, they have a number of lines at different price points. They are well made and fairly priced (at least most of them are). You should expect to pay somewhere in the neighborhood of a couple of hundred bucks on up for say a one meter pair of RCA connecter cables. 

People will pay thousands for a cable. IMO that's cool if you have the money and want a particular make like Nordost or whatever at the higher end-- but make no mistake, you will hear differences, but no one can rank a group of quality cables by price. Your unique combination of gear is a big factor in which ones will sound the best to you. 

A lot of people in this hobby treat cables like bling-- which is cool. Me personally, I go for quality build and materials, and then how it sounds, and prefer not to spend the stupid money on cables-- and use it elsewhere-- like phono cartridges, more vinyl, etc.

Check audio sensibility web page if you are truly looking for cables.

I went direct with Grover Huffman cables - Pharaoh speaker cables and ICs. Power cords next.  

If I had it to do over again, I’d buy used Acoustic Zen Silver Reference interconnects and Satori speaker cables (double barrel shotgun if you can bi-wire).  Buying good, used cables is one of the best bargains you can get in audio because you can sell them at little/no loss if they don’t work for you unless you happen to have a good dealer nearby.  If you can beat the AZ cables, buy them.  

I was lucky enough to try 100+ different cables. Nothing get close to High Fidelity cables. The price bites, but these are the best of the best of the best. Rick is the owner. You can deal directly.

If grade his tonearm Helix Ultimate Reference as 10, the next in line would be Graham IC-70 with score 5 and next Hovland Music Groove 2 with score 4.

I got his power cables and RCA interconnects that are awesome addition to my line up too. Didn't have room behind my rack and money to try speaker cables.