These guys are right, but don't go to the Home Cheapo if you have an electrical supply store around. Don't be intimidated by a counter full of tradesman, just tell the guy on the other side what you want and what it's for and you'll be fine. I typically save 10 to 20 percent over the Cheapo.
Get raw 12-4 cable from cameltraders.com, and get connectors from fullcompass.com (best price I have found if you buy 10 each. I get the gold ones).