Cisco is legendary for these. While they are not strictly required, they are your only way out if you screw up your configuration and lock yourself out of your router.
I used to build these by hand, to save money, but lately, I’ve seen them on sale on ebay and Amazon for around $5 with shipping included. So I don’t bother building them anymore. What’s probably happened is there’s a huge overstock of cables with 9-pin ports at one end, and laptops no longer have those 9-pin ports. So, to use these, you will also need a USB-to-9-pin-RS-232 adapter.
You can even get these with the RS-232 adapter right on the cable. They cost around $30… which is pretty expensive. The regular USB-to-serial adapters are $10 to $15. A really good one is the Keyspan, which costs $30.
There are some adapters out there that will turn Cat5 Ethernet cable into a Cisco console cable.
Newer Cisco equipment (post 2010) may have USB console ports. Too bad it requires a driver 🙁 The appeal of the console cable is that you can use any computer with it.