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I read that about bmx cables too, I was looking at Odyssey (http://www.chainreactioncycles.com/odyssey-linear-sls-slic-kable/rp-prod63260) but it would be £30 for the cables then I assume I'd need new inners to run them with levers (unless the spherical gyro end would work?) then gear cables on top.
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Crazy money, cheap at Evans http://www.evanscycles.com/products/odyssey/linear-slic-kable-brake-cable-with-k-shield-housing-ec042515
Goodridge housing is compressionless too I think and available by the metre http://www.chainreactioncycles.com/goodridge-brake-cable-outer/rp-prod23407
In the disc thread, somebody mentioned using compressionless BMX brake cable which is much, much cheaper than Yokozuna and Jagwire. Good if it does the job.
http://www.gussetbikes.com/products-information.php?id=CBGUWMP