You should check for product pictures, depends on the component. I've had some motherboards come with 2 sata cables, the latest one came with 4 sata cables. The only other cables you should need would be power cables and those are supplied by the power supply. Unless you're attempting to use multiple graphics cards, then you'll need crossfire cables or sli cables depending if it's ati/amd or nvidia. It also depends on things like cd/dvd rom drives which ship in two different versions - retail and oem.
Retail means it comes in a typical display box with drivers and usually a sata cable and often times 4 mounting screws. Oem means a shipping box with a bare drive in protective bubble wrap, nothing extra and just the drive. Same with hard drives. That's why oem products are often cheaper, they're assuming you're a system builder who has the necessary parts and just needs the hardware without all the extra things like instruction manuals.