The cable you are speaking of is called coaxial cable. CB Radios & most AM/FM, SSB, two way type transmitters use 50 Ohm coaxial cable. The most common coax you will see for a standard bone stock CB setup is RG-58. The step up from that (which I highly recommend) is going with "RG-8X" (50 Ohm) coax. If you were to make your own cable, make a 12' long piece of coax & properly solder on two PL259 connectors. The reason for the 12' length is that with the velocity factor of RG-8X, 12' of RG-8X is equal to 1/4 of the wavelength of a 27 Mhz radio wave.
Actually, to save yourself some trouble & effort, if you have a truck stop anywhere near you, they have RG-8X jumpers already made up from a coupe of different brands. Sometimes RG-8X is refered as "Mini-8" on some packages.
Hope this helps.