I've been using unshielded "communication and security system cable" (https://www.mcmaster.com/8280T32-8280T321/) for running cable to connect stepper motors to motor controllers. I haven't had any problems with this approach, but I was curious what "best practice" would be for connecting to stepper motor leads?
This question (Nema 17 stepper external wiring) somewhat addresses this topic, but is about an off-the-shelf product and not about best practice.