Simon,
either audio or video coax cable should be fine, as long as it's 75 ohm cable. for the connector, I really like the switchcraft right-angle RCA's. they are a nice snug fit, but not too tight. and the fit with MT S/PDIF jack great.
I've got one extra right-angle connector. if you don't need right-angle connectors on both ends, you could always go to radio shack, buy a S/PDIF cable, cut it down to the length you want, and then solder on this connector.
but, I only have one extra right-angle connector, so if you want a right-angle on both ends, you'll have to buy a couple more.
see ya,
Jason