Ethernet cable, does it matter

There were two varieties of ethernet cable that shipped with the original CDJ-2000's; one with a plastic side and one with a metal side on the jack. The metal-sided version had a tighter fit and seemed to have fewer problems, but the long-and-short of it is if you don't have problems with the communication, the cables are just fine.

Yes, the RCA cables which ship with the CDJs are cheap, but for short-distance runs between the player and mixer, they work just fine. I prefer using a higher quality 75ohm cable for the digital connection myself.