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.