No cables needed. I use TeamViewer, which is free for personal use and works with Windows, Mac OS X, Linux, Ubuntu, iPhone, iPad, etc. It's very secure and quite simple to set up and use (no messing around with ports), which comes in handy if providing remote support to those who aren't very computer literate. You can talk them through the setup on their end and be connected to them in less than a minute. I prefer it over LogMeIn because it includes free file transfers between computers, a feature I use frequently.
In the past I've had trouble with remote control solutions because of the limited access to additional peripherals. For example, I often conduct live webinars using Gotomeeting. Or I use Camtasia to do screen recordings. These remote control solutions seem to have a hard time utilizing the underlying hardware (my headset mic) and the refresh speeds negatively impact the video. I would also like to use my laptop's screen as a 2nd display.
In my current environment I have a KVM switch that lets me switch between a couple of PC's. I suppose this is why I was looking for a solution that was hardware based (cables). It works fine - but I wanted to replace the PC with an iMac.
Based on what I'm reading, it doesn't sound like the iMac is very accommodating for this scenario: