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Hi Stewart, To answer your questions:
There are no significant technical differences between the two type of SATA cables provided with your mother board, although the cables with the clear insulation have locking clips for the sockets, and the others don't as far as I can see. You can use either cable with both of the SATA interface connectors, one set of cables is not special (besides glowing in UV light, the clear ones) or must be used with one interface. Frankly, SATA cables are cheap and simple and I have never had any problems related to them whatsoever.
The different cables are provided simply to identify which SATA interface they are connected to, the Intel one via the six sockets, or the Marvell one via the two black sockets, given you connect them to the mother board in that manner. That might not seem useful, but If you have eight HDDs in your PC, once it is built and you are changing things, it will be helpful.
The six SATA connectors via the PCH would be preferred for use with any SATA device, optical drives and HDDs for example, before the other two. I won't get into details here, you'll need to trust me on this. The Intel interface is simply a better product. I would use them for your first go at starting your PC and loading the OS. Once that is done and the PC is running fine, you can try the other SATA interface. The Intel interface allows you to have RAID arrays of HDDs, the other (Marvell, so-called discrete) does not. The Intel interface and it's driver will allow you to use HDDs and SSDs in AHCI mode, but the Marvell interface and driver might not, you will need to check the BIOS to verify that.
The Marvell "discrete" interface also provides the e-SATA interface on your mother board, with two connectors on the rear I/O panel. That is for use with external HDDs enclosures that have an e-SATA connection. The cables used for that interface are different than standard SATA cables.