I recently did an Irish Hiking Scarf with size 8 needles, and the only cable needle I could find was way smaller than that. It worked just fine, although I found it sort of inconvenient to work with. Just a matter of personal preference - the stitches themselves came out looking fine. I personally prefer using a DPN, or even just cabling with no cable needle (there's a video on this web site that shows you how).
It's really tricky finding cable needles in stores, isn't it? I went to all the majors here and finally found one at Joann's, I think. No go at Hobby Lobby, Michael's, or the crafts section of Wal-Mart. I was surprised. I found some great ones in the Patternworks catalog that just look like little DPN's - they aren't very thin at all. I might spring for those.