Cables of category 5 (100Base-TX, 100 Mbit/s), 6, or 7 (1000Base-T, Gigabit Ethernet, 1000 Mbit/s) are the way to go. You need RJ-45 sockets on all device connectors and RJ-45 plugs on all cables.

For one socket/computer you need two twisted pairs, i.e. four wires, for 100Base-TX, or four twisted pairs, i.e. 8 wires, for 1000Base-T. The cables have 8 wires. So with 100Base-TX you can use double RJ-45 sockets, allowing two computers to be connected, while the faster, more modern Gigabit Ethernet can have only one per cable.

An interesting alternative is to have single sockets, use fewer ports, a cheaper central switch, but buy extra switches plus a spare that you can put into any room where you have more than one computer.

In the central position you can have a patch panel fitted, essentially a row of RJ-45 sockets in one box. You use short patch cables to connect these to the central switch. Cheaper alternatives are possible, but that's the professional way.

For information on how to set up a small network, home or small office, check http://practicallynetworked.com/.