Raul,
I suppose I first heard about demagnetizing here. It does seem ridiculous at first: how could copper/silver coils become magnetized in the first place?
Paul (PhD in metallurgy) theorizes that impurities in the coils become magnetized. He hasn't attempted to verify this in a metallurgical lab, but if he's correct the same could happen in the voice coils of speakers.
Albert Porter and others reported positive results from demagnetizing their Koetsus several years ago. While reluctant to risk active demagnetizing, we decided to try the Cardas record two years ago on our Shelter 901. At worst we figured it could do no harm.
In fact, the improvement was substantial. As with Albert's Koetsu we found weekly sweeps beneficial for the Shelter. ZYX's also benefit, though they don't seem to need it quite as often. OTOH, friends using Denon 103's and Benz's reported no change at all. One imagines that different coils have different impurities, which react differently (or not at all) to magnetic fields.
Regards,
Doug