Revoltor: I don't have one myself, but I got one form www.sega-parts.com . It's the same as the Gen2 AV cable, just make sure to pick up the stereo one instead of the mono cable. The video output with the cable on the CDX is pretty damn good for composite, much better than most of the other Genesis units.
The cable is $20 though, but worth it in my opinion.
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