Ah, I was sort of thinking you meant that.
To make a good USB cable, you want to isolate the 2 power wires from the 2 data wires. The data wires have to be a twisted pair, the power wires do not, they can lay side by side. Companies like Locus Design (which arguably invented the super-isolated USB cable and made a good living doing it) put the power lines and data lines into separate shielded, dampened cables. Of course, you can just braid 4 wires together, put the USB ends on, and be done with it.
However, to try to conform to the spec as much as possible, the data lines are supposed to be 24-28awg and the power lines can be 20-24awg (correct me if I'm wrong anyone, I think that's pretty close, from memory). The metal shell of the USB plugs on each end needs to be connected, usually by a braided metal shield that you solder onto each plug's outer shell somewhere.
There are many ways to build a correct USB cable...have fun with it.