The jumper cables in my possession are all so stiff and seem cheaply made. The connectors fall apart and its frustrating. The jumper cable is such a simple but critical component - how/where can I make the time or money investment to get nice cables? I do have one example (in my minimal experience) of a set of nice cables, and these come off of my Saleae Logic analyzer. They seem rugged, not stiff, well made and built to last. Any way to get jumper cables for prototyping that resemble these? There is no doubt that the engineers who created the Saleae Logic Analyzer were aware of the components out there for making good jumper cables, and chose to make or provide ones of high quality.
I know you said you wanted to make your own, but SparkFun has a wide assortment of jumper wires in either 6" or 12" lengths, in F/F, M/F and M/M configurations. The male ends are ideal to plug into solderless breadboards. Here are their 6" F/F wires, pack of 10 for $4. They are very flexible, and I have never had a connector come loose. I buy them by the hundred (for $35).
I often cut the 12" leads in half, strip the ends and solder one end to a test pad on a PCB.
I'd go with the crimping kits and pieces from Hansen Hobbies.
I use their stuff quite often along with a set of their red/white/black AWG26 wire, the deluxe crimping tool, and whatever connectors the job calls for. They also have keyed and snap-locking headers too, so your customer doesn't install the header backwards.