A couple great links on soldering courtesy of Daryan:
http://www.colomar.com/Shavano/xlr_cable.html (http://www.colomar.com/Shavano/xlr_cable.html)
http://www.academic.marist.edu/mctv/sports/cables.html (http://www.academic.marist.edu/mctv/sports/cables.html)
Here is something I scanned in from a book I have. Pretty basic, but I thought it might be helpful to folks who havent made their own cables and want to give it a shot.