Like foo said, multiple bundled cables. It all depends on your set up.
If you have an 8 track unit like a layla that has 8 inputs and 8 outputs, your better off using snakes instead of seperate cables. Most snakes are color coded and if not you can number them. Easier to keep track of. If you have a 16 channel mixer and an 8 track unit, you can use 2 sets of 8. One set for input the other for output. You can record on the first 8 channels with the dry signal. Then channels 9 to 16 can be used for playback and mixing effects. Eq, etc. This way you have the option to change something instead of recording it wet and having to re-record something if you needed to make changes.
Another handy device when you have multiple outboard effects,compressors etc. is a patchbay. http://www.musiciansfriend.com/srs7...7135190894/search/g=home/detail/base_id/43414