Yep, you'll want to make sure you use Cat-5/5e, preferably going with STP(Shielded Twisted Pair) over UTP(Unshielded Twisted Pair) to help reduce possible noise in the line.
You will also want to make sure it's not a crossover cable, and that you don't exceed about 300 feet in distance, or you'll lose too much signal strength and lose packets.
http://www.national-tech.com/catalog/cat5estpcables.htm has a 200ft grey STP cable with connectors on it for about $24. That's pretty cheap considering a 6ft patch cable can cost upto $15 by itself.
When you lay the cable, avoid running it too close to flourescent lights, as they put out a ton of EMF's and mess with your seignal. That hum and flicker is more than just annoying.