Cactus Music
Tell me about it, I blew up a Korg Poly 800 because it used a reversed polarity connector and was not protected. $1,200 poof! 
Since then I'm very careful and I label all my wall warts the minute I get them. I label both the wart and the end of the cable. 

It always amazed me how long it took the electronics industry to learn to do simple things like put a diode on the power lines to keep simple mistakes from causing expensive problems. They'd leave off a 9 cent part and then as you said, poof.
 
What amazes me even more is you STILL find some stuff that isn't protected.

SycraftIt always amazed me how long it took the electronics industry to learn to do simple things like put a diode on the power lines to keep simple mistakes from causing expensive problems. They'd leave off a 9 cent part and then as you said, poof.
 
What amazes me even more is you STILL find some stuff that isn't protected.

The first thing I do with any device that uses an external DC power supply is check, if there is no protection I add it. If that voids the warranty well, I'll take that gamble!

Cactus Music
And then there was this Mackie Mixer I installed at the school CR 1604 ( first gen)  back in 1996 <snip>

It may sound crazy, but there was no standard for signal polarity on an XLR connector until 1995, when the AES issued the first revision of AES26, which has been revised twice since (2001 and 2011 I think).

We used to generalize that European manufacturers used Pin2 hot, and US manufacturers used Pin3 hot. Turns out that wasn't even true, and there was a mix everywhere, to the point where some manufacturers used both standards (no names please!).

One thing I learned when I was an electronics engineer in a former life was if a manufacturer can save even 1 cent by not putting a component in even if it means quite an improvement in performance they simply won’t do it. (TV's in particular)  Only the better ones where price is no object will favour the performance over price.
 
The thing with diodes is they introduce a voltage drop eg 0.6V.  A bridge rectifier will introduce two voltage drops eg 1.2V I know most cheaper DC supplies can be over voltage anyway but some very well designed ones may put out exactly 9V for example.  So by the time the two voltage drops are taken into consideration eg 1.2V then there is only 7.8V reaching the circuitry which may effect performance somewhat and that may be an issue.
 
I think you have to have even a cheap multimeter handy and check what is actually coming out of the connector on the tip and carefully check the markings on the DC input connector on the device.  For me that has always been the way.
 
I agree with Bill re polarity variables.  I found the only way to actually test microphones properly is to feed a non symmetrical signal into a speaker  (that is known to be correct phase) then put the microphone in front of the speaker, feed the mic signal into a preamp (which you know to not invert the signal) and view the results on a CRO.  You can still see the non symmetrical wave even after you do this.  When I checked all my microphones this way I found about a third of them were the wrong way around!  I rewired of course and now they are all in phase. Pretty important for say a drum kit micing setup.  Adobe Audition has a range of non symmetrical tones which are very handy.
 
It is also amazing what you find out when you test all the speakers in your PA this way too.

I just happened to pick up one of my early re-issue nano-Muffs.

The power socket wiring is indeed printed on the pedal.

Negative centre, positive ring. Only the pedals were wired the other way round....

I needed to buy 6 XLR Male to TRS Male cables to re-connect my Monitors to my Mackie Big Knob again.   I purchased 6 packs of  Hosa STX-110M - 10' and these were $7.39 each from Amazon.com.  They all gave a great connection with no hums or noise of any kind.    
 
A lot of people like to put down Hosa cables and go for the much higher cost cable, but if you're doing this as a hobby and not earning any money from recording or making song, then you better give that wallet or pocket book a rest and give Hosa a  try;  I've never has a problem with them.
 
Hosa Cable  
Hosa STX-110M - 10'

Guitar/bass leads apart (where low capacitance and low handling noise are vital) cheap, or at least less expensive, leads are usually fine. So long as they have good connectors anyway.

The only "extra" it's worth having is leads made of oxygen-free copper (OFC). Not for any voodoo reason like "directional" cables (audio signals are alternating current, and if there was anything in "directional" leads... well AC goes in both directions) or to 'handle high/low frequencies better". But because "ordinary" copper contains free oxygen atoms which over time rot the conductors from the inside out. If you've ever bared an old lead and found the cores were dull brown or even going black that's the oxydisation caused by the free oxygen.

OFC copper is treated to remove the free oxygen so the cable usually keeps in good condition longer, which is especially useful for cables that get installed and never thought about again until you dig around in the back of the rack cases years or behind the PC years later.

Edit - oops, nearly forgot my main reason for posting. In the UK, I've found Studiospares a good source of inexpensive leads.