run cable from the low output of your stereo to the amp, then from your amp to the crossovers then from there to your speakers. .. guess you know that... Then the more you spend on wire the better it is! If you go check a car audio shop they'll have wire to fit different bugets. Basically the thicker the wire, the lower the resistance and the better quality sound. You can also get oxygen free copper and things like that to improve the sound quality.
Check this:
http://forums.nugit.co.uk/viewtopic.php?t=68