Homebrew PCBs

I have made some boards using the toner transfer method with fairly
good results. Something closely related is the matter of getting
cables connected to a printed circuit board. I would very much like to
hear of good ways to build nice cables and connectors that are "clean"
and approach the looks and durability of commecial cables.

I work with amateur (ham) radio and many of the new radios use RJ45
plugs for the microphone. I do have a good crimp tool for RJ45 use and
make my own cables for home networking. I have constructed a couple
cables to connect to such radios, ending up with a short stub of cat 5
wire coming from the RJ45 plug then converting to some shielded wire
for audio and flexible cable for the other signals. I end up with
something that works, but is nowhere near as nice as the commercial
cable.

I suspect that there must be some injecting molding machine (at a cost
of a few million, no doubt) that creates all these nice cables that
come with commercial equipment. My current solder and heat-shrink
methods don't approach the quality of my PC boards and seem the "weak
link" in the homwbrew process.

What solutions have others found for nice cables & connectors?