When I built my cab, the Act-Labs guns were still in pre-order status. I assumed that a 1.5" diameter hole would be sufficient to run the cable through. You obviously know my frustration when I saw the size of the gun and the vid box.
After thinking about it for a bit, I took an old DB-9 cable (male-female) and cut it in half. I cut the cable between the lightgun and the vid box and soldered the two halves of the serial cable to either end. Now I can detach the gun from the box and run one end through the small hole in the side of my cab. It also extended the length of the cable by a few feet, which is nice.