I have used jabsplace in the past, google jabsplace, never had any problems, You can get pogo pins which are designed for a particular box which can be applied without soldering!! Some people's soldering aint too clever.
JTAG is the most easyest cable for building. It works with direct connection or if you want more complicated you can use buffers. If you are not much experienced then search for JTAG that is exactly for the device you need.