I picked up a ASUS X205TA at Best Buy for 150 about a week ago to go with my KX3 (It's a small Windows 8.1 notebook)

I could just make up a simple cable but then thought maybe I should put a bit more effort and actually make some form of interface.

This will be for digital modes mostly.

I was curious as to what others are using.

With my Windows tablet, I am using a Signalink USB.

There are plenty of other options, but I already had the Signalink.

I hope to solve this problem

I just run the audio cables directly from the KX3 to the laptop. Is there something more I'm supposed to do?

That way has worked in the past for me. The only issues I have is all your audio is then sent over the radio so "you have mail" is blasted of 20m. A USB soundcard can fix that issue. The VOX on the KX3 works well, but if you have the serial cable hooked up it can be used to key the radio.

My Lenovo x201 has audio line-in and stereo output. I plug the red and green banded cables directly into it. I run Slackware Linux on it and spend most of the time in fldigi or wsjt-x. Both of those programs work fine with the stock Elecraft USB serial cable and allow me to control the rig via HAMlib under Linux. I also have downloaded the source for kcomm, and plan on figuring out how to compile it under Slackware, because the Ubuntu package sucks, as does everything Ubuntu, but my Pascal is really rusty so it might be a bit. I also have tQSL on it and a few other programs I find handy. I use the older laptop because it seems to work better than my Carbon X1, and it is smaller and fits nicely in my pelican case with the radio. I use an Anker Astro Pro2 for power since it lets me run the radio at 10W. I haven't found a power supply I like yet that is both portable and quiet, so I stick with batteries. If you have the correct adapter for that battery, you could also charge your laptop but the stock cable fits the KX3 perfectly.