You can find these cables on Amazon or eBay for less than $10 shipped. Just go for the cheapest set you can find, brand doesn't make any difference as to picture quality. (It could possibly make a difference in terms of durability, but really, if the cables stop working in a few months/years, having to buy another set for $7 or whatever isn't going to hurt too bad.)
Component cables will definitely help if you're going to play PS2 games on an HDTV. You'll be able to use progressive scan for games that support it, and even the 480i games will look brighter and less smeary. They still won't look amazing, but it's a lot better than the alternative.