I haven't personally purchased BNC cables, but I have gone cable shopping for my component video cables. I ended up buying bettercables.com silver serpent cables. Now I went to the extreme in buying the best I could find, but that depends mostly on how picky you are. There is a noticeable difference when using expensive cables than when using cheaper cables, but often not noticeable enough unless viewing them side by side. This also depends greatly on your other equipment. Buying the best video cables in the world isn't going to make a 21" screen look much better. The bigger and better the screen, the bigger difference the cables make.
With that all said, I would recommend getting cheap cables if you have a screen below 32". For screens above 32" I would get mid-range cables like Monster Cables if you aren't super picky. If you have a large screen and want the best, I would go to www.bettercables.com and get the best for a decent price.
I know this doesn't give any specifics on any of the different cables. It seems that each company uses different names for similar things. You want one that is shielded, has good connectors that fit snugly and won't break, and you want the conductive wire to be built well of a good material. Silver is one of the best and it allows for thinner wires of better quality, but it costs a premium.
Hope some of that helps.