A few years back while doing a dedicated room for my audio, I ran across something very interesting. It's not about cryo treated wire, but it is about reducing ground noise. So if that is your ultimate goal ( and cryo is just one way you were trying to achieve that) I urge you to at least check out the video at twisted-power.com.
I learned about this from some manufacturers of precision test equipment for the electronics industry who were exhibiting at CES in the high end audio section. I followed up on it and ended up talking with the developer a number of times. I incorporated the concept in my new room and I now have the quietest system ever. So I do believe it's the real deal and it really is not expensive at all - or difficult.
Oh, and you can use cryo'd wire that you twist according to this technique (well actually there are several specific techniques available to attain the desired effect) if you so desire.