Forget the specialized pull-pull "sets." Just head to a hardware shop (or fishing shop) and get some those "wire cable." I've used .50mm size cable on 40-size models, but it's such strong stuff that I'm sure the rest of the model would break before the cable does.

Remember that very commonly, the rudder cables will cross over each other so that the right arm of the servo (or bellcrank) is connected with the left rudder horn and vice versa. This usually allows a straighter cable run.

The other thing that many people worry about is a bit of geometry called "Ackerman." Personally, I don't think this is a big issue on most models, but you're looking to wring out the most performance on a high performance model then you'll want to look into this.