http://www.head-fi.org/t/676402/diy-cable-questions-and-comments-thread
First page has some very good info and a very useful wiring diagram for HE-560 by "wje", which I think is easy enough to extrapolate to the HD800. At towards the bottom, they talk about the HD800 plugs.

The links were invaluable, especially the eBay links. Wires will be the hardest part to find, which is what took me hours to find.

Different wire materials may or may not change the sound for better or for worse... There are good guides that define the different types of wires. I chose this one
http://www.ebay.com/itm/221654714514?_trksid=p2060353.m2749.l2649&ssPageName=STRK%3AMEBIDX%3AIT  Pretty much an unbelievable price (it's per METER!). I wanted 24AWG, but they were only selling a 95 meter spool of it, and I only needed <20 meter. It's supposed to be silver-plated OCC, but I will probably never know if that is true or not. Still...it was inexpensive. 

Learning to solder something of that size isn't too hard and kinda fun.

More solid metal-on-metal contact, and no chance to short the pins when plugging in.

Can also potentially have better shielding and impedance thingamabobs in the xlr barrel.

Would you not get a better contact on the larger 1/4" thing than 4 small pins? Anyhow, I'm sticking to XLR cos it makes me look like I know what I'm doing.

Would you not get a better contact on the larger 1/4" thing than 4 small pins? Anyhow, I'm sticking to XLR cos it makes me look like I know what I'm doing.

- The contact area on TRS plugs is tiny. It's a rounded plug surface plug making contact with a flat spring surface. A bit of dust or corrosion on that spot can ruin the connection.
- A worn out spring won't make proper contact.
- There's minimal lateral support for the plug, making it prone to movement, and you do not want conducting surfaces to move when in use (I've had PA speakers which can sound grainy/static because the vibration from the sound they produced would rattle the 1/4" plug; this is awful for the driver). Bonus: if you're sparking the contact area because you keep shaking the contact point, it's going to corrode quickly and possibly become non-conductive, leading to even more problems
- As mentioned earlier, the contact surfaces may short out during insertion because the tip goes through the ground and ring before it reaches the end, and likewise the ring goes through the ground first, and sometimes those touch two conductive surfaces at the same time. Bad mojo any way you look at it. Bonus: a lot of headamps have high resistors slapped on the outputs not for sound quality, but for protection* so in case you do short the outputs, you're not burning out the amp or other things (*maybe also for stability issues, but that's another can of worms)
- pros of TRS: slim, doesn't care about orientation, good for quick swapping (designed for telephone switchboard use)


By comparison: XLR plugs have lots of lateral support/strength and pin contact area is a partial compression sleeve. There is virtually zero chance of shorting unless you're sticking a fork in there or trying to lick the ends. Debatably you can also provide shielding and impedance matching with specially designed barrels.

I have probably a hundred cable builds under my belt at this point and have just a couple data points to add:

If you DIY, XLR's are way easier to work with than TRS connectors.  Nice big solder cups that are isolated from the other solder points.  I concur with the robustness of construction and connection that others have mentioned.

Having used cheap vs premium (ie expensive) components, I don't know for sure if I have found a noticeable difference outside of build quality and handling.  Though some folks who I have built for swear up and down they heard big differences.

As for XLR vs TRS, I think the main differences I have heard are more due to amp topology than anything inherent to the cable/connector configuration.

And though it is less useful to you unless you can cancel your cable order, I will echo that cables should be the last thing you tweak.  $500 is a big chunk of change that can take you to a whole other level of amp or DAC that will likely make more of a difference than the cable ever will.

BUT, I completely understand and respect the impact on enjoyment (the whole point of this hobby for me) that a nice, pretty cable can have.  I use cables that are probably overkill for my gear, but since I got the core components at a discount and I built them myself, I get quite a lot of enjoyment using them.