It also depends a bit on what you are doing.
For example, if you are trying to tune a filter at 450MHz, and are looking at the thru path then cable losses can make things look worse then they are when you are looking on a 0.2dB/div scale.
You can of course calibrate that out, but especially if doing VNA type stuff cable losses can matter if you do not have the kit to calibrate at reference plane that calibrates out the cable losses.
I suffer from this because I can only cal at the APC-7 connectors and lack port extension cables for APC-7, so I cannot put the calibration kit where I would really like the reference plane.
That said, for run of the mill stuff RG58 from a reputable vendor, or '223 are just fine, I also have short cables in 316 (Lossy, but sometimes having something that will not try to pull the board around is nice).
Regards, Dan.