It's a fatigue problem: the flexing of the cable will cause premature failures whereever the strain is greatest due to flexing in use. And that generally means at the connector-cable junctions.
I used to make my own guitar cables with some very nice mil-spec connectors that had long spring strain reliefs. I used a Belden cable (9722, if I remember right) that you can't get anymore that had phosphor-bronze tinsel conductors like the old switchboard rollback wire. Those lasted many years at a time, with proper care (more about that below). What usually killed them was that ozone attacked the natural-rubber insulation, which became brittle and cracked. Good shit! I'm sad to see that you can't get either those connectors or that wire anymore, but it's been too many years since the Korean War... Lots of heatshrink inside the spring, lots of labor. Nobody could make those cables for wholesale and be commercially successful- they are much too labor intensive.
So, Roel's right: how you treat your production cables absolutely determines their lives. Strain relief is *everything*: loop the cable over your
guitar strap button before you go into the jack at your guitar, so that strain is isolated from the fragile high-stress spot right at the end of the connector handle. Similarly, find a way to isolate that strain at the other end: if your amp head has a carry-strap on top, loop under it before you plug into the jack on the front of the head. *Don't* just let the cable dangle on the connector, causing that kink right at the end of the handle. Doing this looping exercise will probably double the lives of even cheap cables. It'll certainly make the jack on your guitar, and the one on your amp head, last longer.
If you go into a rack cabinet, or something with no easy place to loop that end, go to a good electrical supply place and get some nice woven cord-grip strain reliefs like these:
http://www.danielwoodhead.com/products3.html . They work like the old chinese finger puzzle: the harder you pull, the tighter they grip. You can then slip the cord-grip over the connector, and put a hook under a rackmount screw head on your rig to hook it to onstage, and let the weight of the cord dangle on the strain relief instead of the connector. That works *amazingly* well at making a stage rig bombproof, and I've never understood why so few people do it. If it's good enough for the National Electrical Code (for industrial extension cords that dangle from the ceiling, for example), it's good enough for me...
And when rolling up cables, the right answer (in my opinion) is "don't roll them up". Learn to lap them back and forth in the palm of your hand, and secure the bundle with a Velcro cable tie, not by wrapping one end around and twisting up the whole thing into a wad. In a pinch, that Velcro cable tie (which ought to be permanently looped onto one end of the cable) can also be used to provide a strain relief at the amp end- use your imagination.
The real problem is that there's no economically viable way to make a guitar cable that will take any abuse you can dream up, and the basic application is pretty abusive if you move around much. So if you want them to last, you need to do some behavior-modification and work with them to make their lives as easy as possible. You're trading off your time for less cable expense and greater reliability, basically.
CRAP!!!
