Coax.

Coaxial cable consists of two conductors, one wrapped around the other. The purpose of this arrangement is to contain the signal within the cable, with minimum loss or radiated signal.

Types of coax
There are many different types of coaxial cable, for different purposes. The differences between the types include impedance, loss, size and cost. The type used for an application will depend upon the requirements.

Requirements
For CB radio use, the cable must have an impedance of 50 Ohms and be able to handle the power from the CB radio. Lower loss coax can cost more, but may not be suited to or cost effective in your situation.
For short lengths of coax, the low loss type may not make a noticeable difference. Also, thicker coax may be more of a problem in a mobile installation. In these cases, you may be best just sticking to standard 50 Ohm coax such as RG58/U. However, it should be noted that quality may vary between manufacturers - so avoid really cheap coax.
For long runs of coax, it is worth the expense of a low loss coax such as the RG8 or RG213 types. There are others, and a good dealer should be able to advise you on which of the types they sell is best for your situation.

How much coax should I use?
Quite simply, just get the length of coax required to reach from the radio to the antenna. If there is a chance that the radio may be moved about, then allow for some extra.
There are stories and theories about requiring a certain length of coax for it to work correctly. Such stories are started by a lack of understanding of why certain things seem to happen.
As long as you correctly tune the antenna, the length of coax should make no difference. There is a detailed explanation of these issues in the technical section on this site. As the name suggests, the section is rather technical and not suited to the beginner.

TV coax.
Never use TV coax for CB installations. This coax has the incorrect impedance (75 Ohms), is designed to carry small signals from an antenna, and may be seriously low quality.
Using the wrong coaxial type can cause interference and may, quite possibly, cause serious damage to the CB radio.

Can you join two pieces of coax together?
As any joins in coax can lose signal, it is best avoided. However, if you must join pieces together, only ever do this by using the correct connectors.
Never join coax by connecting the wires together and taping them up.