In my experience, a longer term audition is better than a quick A/B comparison. I have found that by leaving one cable in your system for a longer period (at least two weeks to a month), and then swapping it out with the comparison cable provides a better indication of which cable you will enjoy long-term. Because of the new factor, we are sometimes drawn to something that is new and/or different, so this longer term comparison is a more reliable comparison method, to me.
Also, recognize that component-cable interactions may cause a particular cable to sound differently when used with different components. Therefore, settle in on your components before spending a bunch of money on cables.
Finally, I wouldnt spend a bunch of money on cables. I have found there is often not much correlation between cost and performance since (some but not all of the) cables I have made from high quality bulk cable or wire, and high quality connectors, sound every bit as good as, and in some cases better than, name-brand high priced cables I have owned.