iSCSI is a communications protocol. It's SCSI commands encapsulated in IP datagrams (basically).
Typically you're running iSCSI over Ethernet in LAN environments (though it doesn't have to be), so you're going to want to use the types of cable suitable for an Ethernet LAN.
For copper cable-based Ethernet with speeds up to gigabit, unshielded category 5 UTP cable is fine. (Let's not have the "Cat 5e / cat 5 gigabit Ethernet argument" here again... Gigabit Ethernet works fine on properly terminated and certified category 5 cable plants.) You typically can't find much category 5 cable today, though, so category 5e or category 6 is fine, too.