I was looking about on Google for something and suddeny came upon this from another site:

The Gems engine mod on alty is a must, run a thick cable from alt to battery direct and three things happen.
1 Brighter lights
2 You automatically double up your starter cable, in effect the starter turns alot quicker
3 Shorter cable = less voltage drop to battery keeping it in its ideal charge state

So I guess the question is are there any negative effects? If not then I am off to the motor factors soon to buy a decent bit of red battery cable and some ends!

As standard the cable runs from battery to starter and then from starter to alternator. Nothing wrong with that at all unless the connections at the starter get dirty and a bit of resistance creeps in then not all of the alternator output gets as far as the battery. So running a cable direct from the alternator to battery will improve the charging if the original cable connections aren't perfect. So the improved battery voltage, as a result of the better charging, will make your lights brighter. It won't make a difference to voltage at the starter unless the original cable is getting really bad (usually caused by corrosion inside the end connectors). There aren't any negatives, other than another cable connected to the battery terminal so increasing the chance of a poor connection.

Or just take the existing cables off, make sure the terminal ends are clean and refit with serrated washers to ensure a good connection. Simplest way to check if you have a problem, is to measure the voltage between battery positive and alternator output. Anything more that 20 or 30mV difference with the engine running is too much suggesting poor connections or cables.

It's quite possible that you've already got this mod, so before you get too excited, have a look. Pretty sure it was the subject of, or contained in a TSB back in the day and I believe the later GEMS might even have had it from the factory..
No negative (!) effects as long as you observe the usual precautions when fitting and ensure that the new cable is securely fixed and can't chafe anywhere. No fuse protection there so if it shorts to earth bad things will happen.
Use a 25mm2 cable and proper terminations.
EDIT: Beaten to the button by Gilbertd!

As I've had the engine completely out when I did the core plugs and flex plate, I cleaned all the connectors before refitting - so thinking about it this probably won't help with anything.

Thanks guys