I have seen two versions that seem to hold up well.
1. Run all the lines from hitch to tail in conduit (either emt or pvc).
2. Run all lines with pieces of extension cord.
In all cases, running a ground wire along with the signal wires greatly improves your service. You can still ground it at the lights, but having a return wire means you are not at the mercy of loose bolts and rusty brackets.
I have had good luck using an 18" or 2' 4-wire extension piece at the hitch. The trailer piece ends just short of the hitch, and is tightly mounted, so all the flex is in the extension. The extension wires are readily available and can be easily replaced if damaged. If you have a friend or relative who is allowed to use your trailer but always wants to "fix" the trailer to work with their vehicle, have them do it on the extension piece, and put a good normal one back on when they are done (I've not had to deal with that, thankfully).