OK - if you want to pull your own cables then yes, you'll need to terminate them yourself. I like the CAT6 external grade cable from Cable Monkey which comes with a variety of brands on it, but it's generally from Connectix (CCS), Excel or BT. I generally buy the 23awg stuff because once you've straightened the cables out they sit flat and go into the RJ45 connector beautifully. I also like the Platinum Tools EZ-RJ system. Just make sure you buy the right connectors for the cables.
Or better yet, terminate the cable runs into a patch panel or sockets so you can plug your pre-made cables into them. It's SO much more robust over time. And punching down is even easier than crimping RJ45 connectors.
While you don't need external grade cable inside the house, it seems to survive being pulled much better than the internal only cables. I would avoid the stuff with the gel inside, it's apparently excellent at repelling moisture and vermin but it's just horrible to work with.