Ok heres the deal...
Sony ships you with "Composite" cables, which are fine for the average gamer. If your interested in the game and play video games on and off there is no need to go any further.
The next step up can be dealt with many ways. If you sufficiently use your PS2 very often I suggest you get "S-Video" cables, thiese cables offer an apreciable difference in quality of graphics. If you play video games often and are very much into them this is the way to go. However, like I said, many companies offer cables. Most people go for one of two kinds. The first, Sony\'s S-Video cables, and the other, Monster Cables. I think Monster Cables are $10 more, but you decide which one you need. Monster Cables are longer, and have all this extra stuff like nitrogen infused tubing, gold plated wiring, etc. So there, that\'s what I suggest to you.
Now, for the hardcore gamers, people who like to play non-stop, buy anything and everything for their system, people who just love to show off their Playstation soooo much. However, you need a high-end TV with component inputs, so check before you buy. I know the XBR line of Sony\'s WEGAs have them. Ok, the highest quality cables available to the public are what we call "Component" cables. These cables offer the true seperation of colors, giving you sharp, vivid images, surpassing that of S-Video. Again with this, I think sony makes component cables but I\'m not sure, but I know Monster Cables has component out. Check for Gamelink 400, that\'s what the cables are called. Anyway, if you are really serious about your gaming, and you have a high-end TV, go for \'em, you got nothing to lose. One other important thing though, if you buy the Monster Cables, they assume you have a sound system hooked up to your console as well, so it might be worth your while to look into a sound system before you but the component cables.
Well, that\'s my lecture, hope you enjoyed. Ta Ta.