First of all, you should understand that although brake and shift cables may appear to be very similar, you should not mix them up. Shift cables have a smaller diameter and very different heads. There are three popular sizes of shift heads: Campagnolo, Shimano/narrow, and generic. If you are running Ergo levers, you really should make sure to use the proper Campy cables... even though they're about 25% more expensive. This will avoid the problem of the head getting stuck when you replace the cables in the future. Modern brake cables either have road or mountain heads, and these are not interchangeable.
Most bicycles are shipped with the lowest grade, galvanized carbon steel cables. These are constructed from wound steel steel cables beneath a spiral-wound housing. They are also prone to rusting, breaking, fraying, causing friction, and making for really crummy performance -- particularly on rear brakes and indexed shifting. And the thing is, shops rarely explain this! While there are super-premium teflon-coated cables on the market, these only make sense for extreme applications as they are very expensive. Smart riders will opt for "slick" cables constructed from stainless steel. In the past, the only way you could purchase these was either as part of a complete cable & housing kit, or individually packaged, and usually branded "Dura-Ace" or "XTR"... and so you'd pay about $7/cable for the benefit of trouble-free performance for 10,000 miles or more.
Slick cables are exactly that... after they are wound, the cables are run through a die, which makes them extra dense and actually slippery to the touch, even without lubrication. They are available for only $4 each here at TATI, where you'll never find a galvanized cable in the first place. This is one of those "affordable luxury" products that should appeal to both commuters and competitive cyclists alike, because we all like things that work properly and don't rust, right?