New expensive power cord for amp and no change in sound?

1. Without knowing what your amp actually is and the rest of your system, it's impossible to help you or answer your question.

2. If you deem a $500 power cord expensive, it's pretty safe to say your system is fairly entry level. In that case, don't worry about cables for now, try to maximize your component synergy and speaker setup first. Chances are your system are not resolving enough and well setup enough to tell the difference in what would be mostly a side-grade in cables.

3. Speaker setup can make your system sound 2x as good for free. Read Master Set speaker placement and follow those steps.

4. The proper steps to evaluate any component, especially cables is to drop them in the system, let them play for a few days continuously, then just listen to your system as usual for about a week or two. Then put your old cord back after a few weeks, that's the moment you will hear the changes that have been made.

"If power cords really made a big difference wouldn't component manufacturers be putting better stock cords on? "

- I am not sure many say they make a "big difference" and component builders are well aware of the aftermarket cable industry. Knowing that, the manufacturer's are only supplying stock cords as every customer might prefer to choose their own preferred brand & model. Plus, they would only pass on the added cost to the customer and they are saving money by including only a stock cord.

Bottom line: If you try it and you don't hear a difference, good for you. If you try it and hear a difference, good for you. No two systems are the same, no two people hear the same. There is no right or wrong. Kinda sucks for the "snake oil" crowd ...

"I hear no change in the sound quality from a $500 cord"

"Did I throw away several thousand dollars?"

How does one throw away several thousands on a $500 cord? 

@tony1954  , I was wondering the same thing, but I am thinking that maybe OP had a $500 power cord on it and then upgraded to a more expensive one that cost several thousand?

If power cords really made a big difference wouldn't component manufacturers be putting better stock cords on?  Are there any component manufacturers that put anything other than standard plastic covered cords in the box?  

@jon5f52  , this might be an apples to oranges comparison, but not way long ago someone asked the same thing about tubes--to paraphrase, "Why don't manufacturers send out their stuff with high dollar tubes?"  And almost everyone will concede that different tubes do sound different.  So I'd almost think that instead of sending an amp out with a real expensive power cord to add to the msrp, they let the consumer pick & choose how much $ to spend to tailor his or her sound to his or her liking.

If you deem a $500 power cord , it's pretty safe to say your system is fairly entry level

It's safe to say you have a warped sense of priorities.