The cost difference between a Cat5e and a Cat6 network cable isn't worth worrying about, especially when you're only going to need a few.
Cat5e cables will work just fine if that's what you'd prefer.
Don't get tempted to make your own cables, it just isn't worth it.
The network cables you use from the wall to the device should be made from stranded cable. A Cat5e network cable will be a bit thinner and more flexible, but won't be any more malleable.
Right okay. This feels like it's gradually coming together in terms of dos and don'ts. Only time I've crimped my own cable was after a botch job of drilling one through the living room wall into the study of my parents' house. Been working fine ever since, but wouldn't be keen on doing it again.