I build cables for the Senn HD 600 series, I havent done the 800's because I don't have rich friends haha. The Cardas connectors are the way to go because they give you a little kit with it that includes Cardas solder and flux. I've bought quite a few of these in the past and I have no problems using the connectors and the contact points are solid. As for wire it's really up to you the grade of purity you want. Homegrown audio has some really good stuff with some decent teflon on it that has withstood a couple years of beating from me. I use 550 paracord (google it if you don't know that this is) as a really low cost basic mil-spec nylon sheath over the length of the cable all the way up to the y-split and then I have a wooden bead that's hot glued to that point to protect the y-split. I just have free twisted pairs all the way up to the connector from there!
You can arguable DIY a cable better than Cardas and without all the fluff and excessive insulation they use. I used to own one back in the day and the weight bothered me, although I will say that they do make a difference!
As for plugs, I just use plain ol' Neutrik. Love the stuff and it looks great. Dirtt cheap too!
Wish I could take pictures but I seem to have broken my digital camera in a rage fit recently.