If you buy the "OEM" units for HDD and optical dive, most do NOT come with anything other than the drive unit itself. The "Reatail" versions often come with cables and CD's of utilities, but they are much more expensive.
On the other hand, look closely at the specs for the mobo you are buying. Most of them come with some data connection cables. For example, it may include one IDE 80-conductor able and two SATA data ribbons. So with careful checking you may find the mobo package has what you need to handle all your planned peripherals. If not, order a couple as necessary.