1) This is one reason I like to use a water proof grease. Phil Woods is my favorite, but there are others. This is also something that you will want to do every week no matter what, even if you do not perform a total bike clean-up. It is not full-proof but it will help.
2) Prior to this step, you will want to remove any existing dirt or rus from the cables. This can be as simple as wiping down the cables with a cloth doused with some degreaser. If there is too much rust, you have to use other means. I do not recommend using sandpaper to remove the rust. If the cables are in poor condition, it would be easier to replace them. Cable only costs a few bucks. Otherwise, use bronze wool (which you can pick up at any hardware store) and some naval jelly (again at any hardware or boating store) to remove the rust. Use gloves as well.
3) After cleaning the cables, put a little grease between your fingers (photo 1) and run your fingers along all exposed cable (photo 2). This will put a light film along the cable and help ward off moisture until your next cleaning.