Something that most people tend to forget is how important a good cable is. A quality cable won't make your tone loss any frequency and will let your guitar rig shine. And if you've invested a lot of money on your guitar, amp and pedals you wouldn't want a cable to drag you down, right?
Another issue when it comes to cables is the length of them. The longer cable, the larger is the risk of tone loss along the way from your guitar to your amp. This is why you shouldn't have excessively long cables between your pedals. Try to arrange your effect pedals in an order so that you can use as short cables between them as possible. To make the distance as short between them as possible, use angled plugs in their input and output jacks. Then you can make up your mind on which brand of cables to use. Some manufactuerers has pedal board friendly solutions, selling you a cable that you can cut yourself, and plugs to fit with it. Lava Cable is a great choice, so is George L's cables. Two other companies that are famous for their high quality cables and have pedal board kits is Planet Waves and Evidence Audio. Some of these companies even makes cables in several different colors, which can be nice when you want to track where a certain cable goes on your pedal board.
I know, it can sometimes feel hard to buy expensive tools when there are cheaper ones available. But when it comes to cables, don't save money on a cheap product because it will come to the expense of your tone. Quality costs, and hey, if you've put all that money on your great pedals, why ruin it with cheap cables?