The female outlets you can buy at HomeDepot or online. I bought them from Monoprice.com as well as cables since they're super cheap. They're just female RJ-45 jacks installed in a dual RJ-45 faceplate with a low-voltage old work box. You can;t just plug a male into both sides of it, though. You actually do the custom pin-outs on the inside of that female connector. If you go this route, get the tool-less snapdown connectors.
In order to split the cables, just cut off the end of a cable at least 1' down, maybe even more. Get yourself some small butt splice connectors (red, I think), some large diameter heat shrink tubing, and a set of crimps. From there, strip back about 4" of the outer plastic to reveal the 8 stranded wires. Take each of these and strip off the recommended amount (1/4-1/2" or so). Do this on both of the split heads that will go to the fixtures as well as the single lead that will come from the controller. Next, take the split heads that will go to the fixtures and match up the colors. Once they're matched up and twisted together, put the exposed ends into the butt splice and crimp closed. Once done, you'll have 8 butt splices in place. Now put some heat shrink tubing over the single cable side. You want a piece with big enough diameter to cover all of the butt splices. Next go ahead and match the colors from the split head side to the single cable side and crimp them all in place. This should have, for example, a single brown wire going into a butt splice and two brown wires on the other side of the butt splice (on the dual head side). Make sense? Once done, cover the whole group of butt splices with heat shrink tubing and seal 'em up. Now you will have one single head on one end of the cable and two heads on the other end will all of the wiring continuous.
In order to split the cables, just cut off the end of a cable at least 1' down, maybe even more. Get yourself some small butt splice connectors (red, I think), some large diameter heat shrink tubing, and a set of crimps. From there, strip back about 4" of the outer plastic to reveal the 8 stranded wires. Take each of these and strip off the recommended amount (1/4-1/2" or so). Do this on both of the split heads that will go to the fixtures as well as the single lead that will come from the controller. Next, take the split heads that will go to the fixtures and match up the colors. Once they're matched up and twisted together, put the exposed ends into the butt splice and crimp closed. Once done, you'll have 8 butt splices in place. Now put some heat shrink tubing over the single cable side. You want a piece with big enough diameter to cover all of the butt splices. Next go ahead and match the colors from the split head side to the single cable side and crimp them all in place. This should have, for example, a single brown wire going into a butt splice and two brown wires on the other side of the butt splice (on the dual head side). Make sense? Once done, cover the whole group of butt splices with heat shrink tubing and seal 'em up. Now you will have one single head on one end of the cable and two heads on the other end will all of the wiring continuous.