I'm new to the whole balanced connections thing so I needed some XLR leads. They vary in price/quality by quite a bit, so being the skinflint that I am, I decided to make my own, which gives the best price/quality ratio achievable.
I've been using Klotz MC5000 cable for a while now on my unbalanced set up, I'm very pleased with it, so see no reason to change, it was intended for this type of set up in the first place. Not being one for fancy (expensive ) connectors, I went for the Neutrik NCXX range, good solid construction with Gold plated contacts and less than £4 a piece.
One thing to note here, the Klotz cable is thicker than many of the studio type cables, not by much but it is enough to stop the boot screwing on all the way, due to the cable clamp (chuck) bottoming out too early. There is a simple remedy for this, which no doubt is common knowledge for those who make these up on a regular basis, but I had to work it out myself. The separate clamping piece has two narrow nose pieces that locate in the body to stop it rotating when you screw it all together. Reduce the nose length by half by snipping the plastic off with a pair of wire cutters, so you are removing about 2mm off the length. This still allows it to engage in the body, but now the boot screws up all the way and gives a good amount of clamping force on the cable.

 If there is a wrong way of connecting leads to an amp, you can bet I will find it. Because of this I tend to colour code my leads with either electricians tape (sticky) or heat shrink sleeving. Neutrik have two methods to help you achieve this in a tidier fashion on the NCXX range. They make coloured rings at 20p each and coloured boots at 68p each, nine colours of each available plus the standard fitted Black. You can use which ever method you prefer, but I have used a combination of both, Red and White rings for Left and right channels and coloured boots to identify their use, I'm using Black boot for Pre to Power Amp, Blue for DAC to Pre and Violet for Phono to Pre, see the picture above. It should make life easier when picking a lead out of the rats nest at the back of my rack.

When I tried the leads to connect my Cambridge DacMagic to the Pre Amp, two things were noticeable, first, it was louder, apparently balanced is 6dB louder than unbalanced, nothing to do with my unit, its the way the two methods work. Second it sounded better, I wasn't expecting this, I looked into this on the web and its because my DAC combines the balanced elements through an additional opamp to produce the unbalanced output. What I am hearing is one less opamp per channel in the chain, a small but significant improvement in clarity at the top end. This is a recognised upgrade path for my DAC which I wasn't aware of till now, so that's a plus.