With OEM you just get the drive. Retail boxes should have everything you need to connect it (in this case cables and probably a 4pin->sata power adapter)
For Hard drives, I never get them Retail. OEM is fine.
However, for Optical drives, Retail is nice, because you get software like Nero for free.
You don't need rounded SATA cables, they are as thin as you need them already, rounded IDE cables are another storyI can get the Rounded SATA cables instead right..that is If I go with that one.