Third Party Mini Display Port to VGA or DVI Cables
Most third-party cables will work perfectly. In particular, any cables which are digital should perform exactly as their more expensive counterparts. I've personally used a couple of third party cables which worked without issue.
I bought a Mini-DisplayPort to DisplayPort cable when the MacBook Pro 13" Unibody first came out from www.circuitassembly.com and it's great quality and was cheap too
The cables from Monoprice.com have recently changed so they're not shaped as nicely as before, but the quality is still excellent for the price. 6ft cable for $10 shipped.
http://www.monoprice.com/products/product.asp?c_id=102&cp_id=10246&cs_id=1024604&p_id=5999&seq=1&format=2
The picture isn't faithful to what you'll receive as the Mini Display Port male plug is now a bit bulkier. Still works flawlessly though.
A cheap knockoff Mini DisplayPort to DVI adapter in I bought on eBay for $7 worked pretty well, but caused a strange problem on my rMBP. Occasionally, when using it, my Wi-Fi would cut out, and switching to an Apple adapter fixed the issue.
I tested this six ways to Sunday, and the cheap adapter was definitely the consistent factor. It's a weird issue, but apparently I'm not the only one.