Fck branding ... but yes quality can vary greatly for the vga cable in particular...buying the odd expensive cable is a good way to avoid disappointment. BUT you're essentially up paying through the nose just for a reasonable guarantee you'll avoid a poor cable ... whereas in all liklihood you can get pretty much the same thing far cheaper as long as you're not unlucky.
With so many to buy I'd be tempted to simply find a cheap supplier, buy one, test, maybe even tear it apart to check it has shielding, if all is good, immediately buy your extras.
5 BNC <> 5bnc cables being distinct lines there's less chance of cross talk/interference simply by each line being separated (which along with durability/troubleshooting/replacement is one of the reasons why so much pro equipment opted for this kind of connection in analogue equipment - as opposed to the consumer friendly single plug options). Now, you always get what you pay for but I imagine you'd be fine with minimal shielding. Plus bear in mind you can always get rca phonos and rca<->bnc adapters ... which should greatly widen your cabling options here...
Think speaker cables - it's essentially the same thing being analogue - unless you're an audio freak there's no need for audiophile levels of insulation, but at the same time don't use bog standard electrical wire.