I use 3/32" brass tubing and an old Bell Systems crimping tool to make my 3-speed cables. I finish it with a file to ensure smoothness and fit. You can use this method at either end of the cable, though the shifter end will take a little more filing on the sides of the crimp.
The last package of brass tubing I bought was from OmniModels in IL. One package will last you pretty much forever.