I used to be a "the cable doesn't matter as long as it conducts electricity from end to end" kind of person. I still am, electrically. I don't find any significantly audible or, especially measurable, difference between the budget brands and ones with oxygen free wire wound from 100 strands rather than 12, by hand, on Mt. Vesuvius by anointed virgins.
Back when all but RCA connectors were sure to be Switchcraft, and Neutrik, coming of age in the 1980sm you could be sure that as long as the cable was assembled well, it would work fine and last a long time. Today there are a number of Asian copies of XLR and 1/4" phone connectors (don't get me started on mini phone plugs and jacks), some of which aren't dimensionally accurate and sometimes plugs fit jacks too loosely or too tightly. They're plated with something shiny but isn't always the best conductor, and some have solder tabs (for the DIYer) that aren't easily solderable, either because of their position or their plating. So now you have many more choices for your supplier of cable assemblies, and some are bound to have questionable connectors even though all the gross specifications (1/4", no tolerance specified) are identical.
That being said, I have boxes of 1/4" and XLR-3 Switchcraft plugs and jacks and a few rolls of two- and single-conductor shielded cable, and when I need a single cable or two, I'll put it together myself. But if I get a new device that needs a new set of cables, particularly cables that I don't like to build like ones with D-sub connectors, I'll go for pre-made ones.
As to where to go - I was an early Monoprice customer. I have a bunch of things that need D-sub to XLR or 1/4" connectors and Monoprice, at least early on, had the best price and used decent parts, so they got my business. That's still where I still look first and usually where I place my order. But I've found that Markertek cables (and loose parts, too) are reliable and price-competitive. And if you're a regular customer of one of the major full-service dealers like Sweetwater or Full Compass Systems, you can feel safe buying what they sell.
Short answer - don't sweat it.