As for the cables
The cheapest way that I've found to do battery cables is to make your own out of welders wire. Go to any good industrial (i.e. not Home Depot) supply place and they will be able to hook you up. They make them in sizes ranging from small to massive over kill, and the wire itself is better quality than cables at the auto parts store. Double insulated, better copper, very flexible, that kind of thing. This is not the AUG stuff that electricians use; that stuff is very stiff and difficult to work with.
To make the cable, all you need is a blade to strip the sheathing, and your choice of either soldering it or smashing the end with a hammer and punch of some kind. If you do the punch thing, make sure that you make a cross for the crimp, not just a flat pressing together, so that there is no way the copper can work it's way out and slip loose. If you like playing with fire, use some electrical solder, not the acid core stuff; and try not to melt the insulation too much.
In either case, you also want to put some liquid electrical tape goop on both ends of your new battery cable. I like to put on a coat, let it set for 10-20 minutes, and then put on a second coat. For the battery end, you can use some regular old terminal clamps, as shown in 94GTLaserRC's picture. I did this for my positive and negative cable, and the difference in the brightness of the lights was really suprising. But then, my cables were 20 years old. The alternator (+) lead is a good one to do also, but I haven't gotten around to it yet.
-Steve