You're right - most UTP cables are multi-strand. If you buy UTP cable from a reel for networking however, it will more than likely be solid core (since you'd be using a punch tool for pushing the cables into sockets). If you went for a 'make your own cable', there would still be work needed to either crimp a LAN plug to use with a coupler or go for something like this :
http://www.maplin.co...e...O&U=strat15It's swings and roundabouts really!
Maplin codes:
M330R for 330Ohm resistors (x3)
M100R for LPT resistors (x5)
QL80B for Switching Diode (may be needed)
Maplins is nice n convenient, however if you want quantity I recommend Farnell components. I just ordered 200 1N4148 switching diodes for 1.1p each. They also offer free delivery on all goods (arrived by UPS next day).
http://uk.farnell.com/I used
RapidOnline for my stripboard and 2x13 way IDC sockets (for Olimex USB LPT-2148 header).
Here's a pic of my top grill modified for the Olimex USB Header:

And again with it attached (ignore the trailing wire, it's so I can dump/write to other 360s!)

that looks great. Where'd you get the olimex usb header and how long does it take to dump a 16MB nand?