Noromance, I see your point and it does make sense. I agree, I dont think people should buy $500 cables for $500 speakers. You'd probably be better off buying $950 speakers and $50 cables to start, then later on upgrade your cables.
By the way, great sound is what I'm after and thats not always related to cost. I wouldn't put $250 cables in my system if they didn't sound better than $50 cables. The cool thing about getting good cables is that you can hang onto them and they should make all of the speakers you cycle through on the upgrade path sound as good as possible.
I guess it comes down to spreading the $ money around somewhat evenly. Its not a great idea to have $3000 in your front end and $600 speakers, but then again I would rather have $3000 in front end and $1500 speakers than vice versa.
Maybe this thread and question should be paired with where diminshing returns come into play, or even better, at what price does gear actually start to take bigger steps forward in sound quality.