I got all my cables from Cablesaurus, and I took the cables without the molex because you only need the molex if your going beyond 4 video cards per motherboard at least in my experience.
The extenders with molex power are, imo, almost necessary if you're going to be using more than 4 cards.
PCIe slots provide up to 75W of power to the card directly. With 4 cards connected, you're pulling 300W through your motherboard. Attempt more than that and your board, PSU or ATX connector will likely 'release the magic smoke'.
Depending on the motherboard, 300W may even be too much. Eg. the manufacturer of a budget board with 2 * 16x slots may assume nobody will ever connect more than two high-power graphics cards, that nothing in a 1x slot could possibly require 75W, and skimp on those traces.
There's no good rule of thumb here, but my suggestion is that anything not connected to a 16x slot should probably use extenders with molex power.
Then again, the MSI BB Marshal and it's 8 * 16x slots doesn't fit this rule - you probably don't want to be pulling 600W through it, though MSI may have taken this into account when designing the board. Attempting to connect cards to all 8 sockets, however, will probably melt / burn the 12v wires connecting your PSU to the mobo (ATX24 pin) if they aren't of sufficient gauge to handle the current.
