The only thing to look for in digital cables is build quality, so that the cables last, don't break, and you get your money's worth. I've got these quality ethernet cables I bought 15 years ago that I still use. They don't have to be expensive either. Pretty much anything you get from monoprice.com fits the bill.
I was referring to analog cables.. but yeah, if you're buying new, getting an end-to-end digital setup is entirely feasible. Still, you probably want a single minijack-to-phono for plugging in an iPod.
If it's a digital signal going over the cables, won't it either work or not work? Or are we talking analogue here?