QUOTE(odyssey @ Sep 20 2006, 22:23)

...and I just thought cables were cables

So how do you find what impedance a cable should have? A normal "thick" RCA cable is not nessecarily enough?

Hmm but that explains the dropouts I get from time to time (although they are VERY rare) - my thin analog cables.
Like others have said, analog audio cables are pretty robust. It's worth a few dollars to get a decently constructed cable, but you don't need to break the bank.
Where it gets trickier is with video and digital, especially on long runs. Because both require the signal to arrive in a precisely timed fashion they can easily be upset with a poor quality cable. Video tends to get color distortion, and digital may start to "drop out". I was thinking purely in terms of frequency response, but as pepoluan pointed out the digital signal is a square wave that could easily be made unsuable if the cable introduces time-base distortion.
chelgrian: Component is actually the format used to store video on a DVD. Why the US got component and the UK and others got SCART/RGB is beyond me. Obviously uncompressed video should be better, but I don't know how much difference it makes when the player would have to convert the signal.
Here's
a Wiki link that can surely explain it better than I can. In fact I'm going to brush up myself.