Derivatives And Fair Value Measurements (Narrative) (Details) (USD $)	3 Months Ended		6 Months Ended				3 Months Ended		6 Months Ended				3 Months Ended			6 Months Ended													3 Months Ended	6 Months Ended
	Mar. 29, 2014 Rate	Mar. 30, 2013	Mar. 29, 2014 Rate	Mar. 30, 2013	Jul. 02, 2011 Y	Jun. 28, 2008	Mar. 29, 2014 Forward Contracts [Member]	Mar. 30, 2013 Forward Contracts [Member]	Mar. 29, 2014 Forward Contracts [Member]	Mar. 30, 2013 Forward Contracts [Member]	Sep. 28, 2013 Forward Contracts [Member]	Apr. 08, 2011 Treasury Rate Lock Hedge Contracts [Member]	Mar. 29, 2014 Interest Rate Swaps [Member]	Jun. 29, 2013 Interest Rate Swaps [Member]	Mar. 30, 2013 Interest Rate Swaps [Member]	Mar. 29, 2014 Interest Rate Swaps [Member]	Mar. 30, 2013 Interest Rate Swaps [Member]	Sep. 28, 2013 Interest Rate Swaps [Member]	Jun. 28, 2008 Interest Rate Swaps [Member]	Jun. 28, 2008 First Interest Rate Swaps Contracts [Member] Rate	Jun. 28, 2008 Second Interest Rate Swaps Contracts [Member] Rate	Jun. 28, 2008 Third Interest Rate Swaps Contracts [Member] Rate	Mar. 29, 2014 Term Loans New Credit Facility [Member]	Mar. 29, 2014 Senior Notes [Member]	Sep. 28, 2013 Senior Notes [Member]	Jul. 02, 2011 Senior Notes [Member]	Mar. 29, 2014 MALAYSIA Forward Contracts [Member]	Mar. 29, 2014 CHINA Forward Contracts [Member]	Mar. 29, 2014 CHINA Forward Exchange Not Designated as Hedging [Member]	Mar. 29, 2014 CHINA Forward Exchange Not Designated as Hedging [Member]	Mar. 29, 2014 Current Liabilities - Other [Member] Derivatives Designated As Hedging Instruments [Member] Forward Contracts [Member]	Sep. 28, 2013 Current Liabilities - Other [Member] Derivatives Designated As Hedging Instruments [Member] Forward Contracts [Member]	Mar. 29, 2014 Current Liabilities - Other [Member] Derivatives Designated As Hedging Instruments [Member] Interest Rate Swaps [Member]	Sep. 28, 2013 Current Liabilities - Other [Member] Derivatives Designated As Hedging Instruments [Member] Interest Rate Swaps [Member]	Mar. 29, 2014 Fair Value, Inputs, Level 2 [Member]	Mar. 29, 2014 Fair Value, Inputs, Level 2 [Member] Forward Exchange Not Designated as Hedging [Member]
Derivatives And Fair Value Measurements [Line Items]
Derivative, Notional Amount													$ 75,000,000			$ 75,000,000			$ 150,000,000								$ 76,600,000	$ 102,800,000
Derivative, Fair Value, Net													193,000			193,000																			193,000	309,000
Derivative, Gain (Loss) on Derivative, Net																													200,000	300,000
Derivative Liability, Fair Value, Gross Liability																															58,000	999,000
Foreign Currency Contract, Asset, Fair Value Disclosure							309,000		309,000		0
Senior Notes																								175,000,000	175,000,000	175,000,000
Credit facility outstanding at end of period																							75,000,000
Proceeds from settlement of treasury rate lock contracts												2,300,000
Amortization period of treasury rate lock settlement, years					7
Fixed interest rate	0.875%		0.875%																	4.415%	4.49%	4.435%
Amount of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion)														2,000,000
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	0	0	0	0			643,000	(177,000)	(100,000)	(98,000)			(77,000)		1,610,000	(108,000)	805,000
Conversion of variable rate term loan into fixed rate debt						150,000,000
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net													(193,000)			(193,000)		(34,000)															0	0
Interest Rate Cash Flow Hedge Liability at Fair Value															$ 100,000		$ 100,000