I know what you mean. There are all ranges of s-video cables, and only like 2 of component...the ultra cheapis ($10 madcatz) or $60 like Psyclone or Monster.
I'd still recommend going with component...but I'm into home theater, and somewhat of a perfectionist about these things. Even though, I only have a 20 inch Sony Wega SDTV...
What size of TV do you have? Is it HD? If it's not too big or, just SD, and you don't want to shell out a bunch, I'd look for a midrange S-Video cable.
Or, as others have said, try looking online.
But, for the love of God, at least get S-Video.
For those of you not seeing a difference, I'll give an example of when I switched to S-Video from composite on the Xbox. On Halo, it looked as if someone had wiped a cloud of film from the inside of my scrren, all rainbowy colors in white text was gone, the picture was sharper, and the targeting reticle for the shotgun looked like a perfect circle. With just the normal composite cable, the circle was clearly pixellated.
It's definitely worth going to at least S-Video if your TV supports it.
Ninja edit!
Just reread, saw you Do have an HDTV...go for component, and as others have said, if you don't mind waiting a few days, order online.