I do my own all the time. I hate having an extension that is way too long because they only come in a few lengths. As others have mentioned, I often cut the plug off a servo, solder a new piece of wire to it then crimp a new connector on the end of that. That way I eliminate one connection point. I got all my stuff from these guys when they were at a local event:

http://www.emsjomar.com/

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