The Jagwire Racer kits are good.

I've used Shimano, Gore Ride-on and Yokozuna in the past, but I find for that the Jagwire kits offer great performance at a great price.

Yeah, you could do something fancy like the Alligator iLinks, Powercords, or Nokon, but I don't know that they will work much better than the Jagwire stuff.

And yes, the Gore cables do gunk up. In fact, when I recently installed new Sram Red shifters on my new bike, I replaced the Gore cables after about 8 hours of riding - they had already started gunking up as the teflon coating came off.