We used a high quality 22 gauge stranded wire that we twisted ourselves, the
CTRE CAN connector and crimped ferrules with reasonable strain relief using shrink tubing. Zero problems to date. While the CTRE connectors are a bit unwieldy, the familiarity with the Weidmueller connectors made that choice clear for us.
We used short stubs to the bus per
this diagram that I just found which pretty much summarizes all that I learned in the below documentation.
I found several helpful resources just surfing around the internet.
Honestly, the
Wikipedia article is pretty good.
One in particular that I really found helpful was
Understanding and Using the Controller Area Network by Marco Di Natale posted at berkley.edu It is long, but it references many standards documents and gives a good understanding of how it all works.
If you really want to get your geek on try
http://www.can-wiki.info/ which has an excellent network of links.