It really depends on what you want to do. I'd suggest getting a scrap of protoboard, some cheap copper wire, and learning to solder first.
I tend to favour canare starquad or its 2 stranded sibling for wiring - its good, honest copper, solder sticks to it well, and its not too expensive. Might be a little fat for your portapros tho. Don't start with exotic materials. Copper is the best.
Likewise don't go crazy with jacks - I use cheapo jacks I get locally. Considering I melted one, getting practice is a very good idea. If you can solder a jack without burning the plastic you're most of the way there.
Toolswise, I'd suggest a hot glue gun, a soldering iron stand with a cleaning sponge, a set of helping hands (those little clips on a stand with a magnifying glass). You're probably going to want heatshrink (and a lighter or hairdryer to shrink it) as well, of a diameter slightly larger than your finished cables. You also want a wire stripper, tho I just use a craft knife and lots of care.
If you're using an existing cable, and just replacing a jack, get a microtorch - its a lighter on steroids, and is useful for removing the enermal coating on it.
I get most of my gear locally, but somewhere like adafruit might be a good start for tools.