You don't necessarily need to buy additional cables to get the best possible quality when gaming if you use the cables included in the box. The ASUS TUF VG27AQ comes with a DisplayPort cable and HDMI cable, which are sufficient to utilise the maximum refresh rate of 165Hz.

For the best performance, especially when using the 165Hz refresh rate, you should use the DisplayPort 1.2 connection as it supports the highest refresh rate. The cables included in the scope of delivery should therefore be sufficient.