Are first order crossovers best?

Here's an interesting item IMO. In looking for some speaker cables, and possibly interconnects too, I've been hearing from the various manufacturers of these wires a question regarding the crossover in my speakers.

"What order crossover is in them, first, second, third, etc?"

I believe mine (VR4 JR's), are fourth order.

The thought that comes to my mind is this...What does that matter? Should I care what sort of ordered crossover there is in a speaker? How big or small a part does it play?

At this point I have no answers for the above Q's.... if I could have your thoughts and experiences it would be more than appreciated to shed some light on this currently dimly lit subject...

Thanks all...