Bi-wire v's single with jumper leads.

In my comparisons of the same exact cable in a Bi-wire vs shotgun with jumpers, the Bi-wire wins out for a more pleasing musical experience. I find the soundstage to be larger, bass is better defined with a better sense of pace. Treble is sweeter and cleaner. Of course, the cable has to be one of quality and more importantly, it must be synergistic with your amp/speakers as well.

I've once tested my biwire Analysis Plus cables in a configuration where I've connected both HF and LF spades together to a single binding post on the speaker side, and use jumper wires from HF to LF. I couldn't tell any difference between that and the proper biwire setup. I did hear differences when I went from Analysis Plus to Cardas to Kimber. But not when I used the biwire cables in such configuration.

I noticed better coherence as well in the single run when comparing AP Oval 9 single versus biwire.

When using Audience AU24 or Ridge Street Audio Poiema, I always used the high quality factory matching biwire jumpers.

If you have speakers that are designed for it then you can reduce distortion. (TYhis requires a speaker with crossover sections that can be separated)

See this article

If you don't hear a subtle difference then perhaps...

1) Your speakers are not designed for proper bi-wire
2) Your amp is not doing enough to control the output (output impedance may be too high)
3) The speaker crossover is of high order and it dominates or something else is masking the IMD distortion reduction
4) Your bass woofer is super linear and creates only inaudible harmonic/IMD distortion/breakup outside of its intended band (unlikely).

There's a very sound reason why bi-wiring works.

Remember that your crossover is basically a filter that splits the signal inside your speaker and sends the highs to the tweeter and the lows to the woofer. Up until that point, all frequencies travel together along the single speaker cable.

By removing the jumpers and using bi-wired cables, the high and low pass filters become part of each loop right back to your amp terminals, meaning that the high frequencies can't travel along the woofer cables and vice versa. This helps to reduce distortion and smearing of the sound. It's very similar to the way S-video cables separate the luminance and chrominance signals to improve picture quality over composite cables.

But as Shadorne said, if your speakers/system isn't truly suited to bi-wiring, you may hear little or no difference.
At the very least, you've doubled your wire gauge!