Avoid long cable runs if possible — the shorter the cable, the better.

That said, make sure your cables are long enough, especially if your components are shelved in such a way that the rear panels are difficult to access. There should be enough slack to let you pull the component forward and reach the rear panel.
Because they can introduce interference into the signal, try to keep power cords away from signal cords. If this isn't possible, at least try to minimize contact between the two.

If an interconnect has arrows printed on its jacket, hook it up so that the arrow is pointing away from the signal source, and toward the destination.

Avoid kinking or bending cable. Don't try to make a short cable reach — it can put stress on the connector and potentially cause damage. Buy a longer cable, if necessary. (This is especially important for optical interconnects.)

Don't keep excess cable lying in loops. Arrange it in an "S" shape or a figure-eight instead; this can help minimize electromagnetic interference.