Maximum PC

Trying to put together a first-time build. Should I order SATA cables on the side? What should I expect to receive with my motherboard and drives (e.g. cables, mounting screws)? What kinds of cables do I need to order for different types of system components (video card that wants direct power, 1x SATA HDD, 1x SATA Multi-drive)?

Normally cables aren't needed since you will get most of them with either the MB or PSU. Sometimes additionaly cables are needed but it is rare unless they need to be longer.
What is the build specs?

As said above, as far as cables for the board goes, you will usually get them (you may only get something like 2 SATA cables or a SATA and an IDE cable--although the IDE cable is being phased out very fast by manufacturers).

I generally end up using the cables that come with the board. No real need to go buy new ones. But if they are SATA, make sure they have the little clip on them. If not, then maybe buy some new ones. For most people it's not an issue, but if you transport your rig, this little clip helps keep the data cable plugged in so it won't wiggle its way out from movement. If you don't move your PC, then it's pretty much not a big issue.

The other thing to consider (And some manufacturers include) are 90-degree SATA cables. If your needs require this, check the box first, and then buy if you need them. I know many of my Gigabyte boards came with 1 regular SATA cable (straight) and 1 with a 90-degree bend at one end. Very helpful, and saved me a trip to the computer store. I'm not sure what other manufacturers include the 90-degree cable, but they are pretty easy to find online or at computer stores for a few dollars if you need them.

If anything, after you bought your parts for the build, you will have a little baggy full of left over cables that you will keep in your desk for 0.56 years till when you need that special cable to add something to the computer.

Most motherboard come with almost every cable needed for every connections. Monitors... well... come with video cables (higher end models give you every single kind) and modular power supplies (like OCZ) will add 1.5x more cables then the normal PC builder will use. Even retail hard drives come with spare sata cables and my last few boxes even came with the 4 pin molex to sata power adapter (and this I was stunned since I bought previous models from the same company a year before and didn't have them).

The only cables you'd probably would ever need to get are longer sata cables if you are using a big case. Also any display port adapters (but those tend to come with video cards as well).

Yeah. I got two SATA 3.0 Cables and two SATA 6.0 Cables with my MOBO. You will get plenty of screws for mounting as well as the standoffs with the MOBO. You should get what you need with each component.