Directional cables - what does that really mean?

1. Cables with shield connected at one end.
2. Conductor Extrusion effects.
3. Cable architectures

No. 1 can affect noise, could be sonically discernable, and so should be followed,
No. 2 can be discerned visually by microscopy but I have never heard of this being reliably identified in a listening test and IMO falls into the same category as directional fuses, jackalopes, and other urban myths, so...if you want to believe then believe, and
No. 3 is pretty simple...if there are arrows on your cables, point them in the downstream direction, e.g., from the source toward the speakers.
for the believers...

@WillieWonka - Thank you for the summary, makes sense for practical use. I continue being suspicious about the arrows, but I understand and agree with your explanation: some of the reasons are legit. Thanks.

@Jea48 - Yes, the audio signal is brought upon by the electrons doing a little alternating dance back and forth, and pushing/pulling on their neighbors to dance with them, and their neighbors pushing their next-next neighbors etc... If they would be marching together towards the end of the cable without coming back to about their original location - that uniform movement would be a DC signal that carries no audio info by itself.

Interconnects are obviously better sounding in one direction than the other. No bout a doubt it. So are fuses. Even big standard non audiophile grade fuses. No offense intended to anyone.