Romex to your amp?

Oh yeah, "I meant", to talk about the almost always overlooked importance of correctly, "Grounding", your entire system. "To the earths theoretical electrical potential value", OR, "0-Ohm". 
First, you'll need to locate a fairly large, underground, "Moving, water source". apply your grounding electrode here and always "Oversize" your electrode conductor by at least 28%.
 Of course, this need to be completed "before", the home is built. Because this will dictate, "Where" the home is built.
"See, (Nikola Tesla)'s, notes", in Colorado.

Just to be clear. Everything that skipskip posted above is completely correct and I agree with it 100%. 
My OP was questioning the aspect of whether my friend would have a valid point. 
If we take this scenario one step further, and agree ( or not?) that Romex is the material/cable that is the limiting factor in the power supply SQ to our gear ( particularly our amps) then the question becomes how does a different kind of cable from the wall to the amp ( or other gear) better the sound of the cable in the wall. Maybe the answer is that it doesn't actually better the limitation of the cable in the wall, but that the connectors to our after market cabling are what makes the only real difference....thoughts on this?

I'm grateful that jollygreen did not get into "Physics" today. ;-)

Ground connection between equipment can be critical. That is not covered by in wall Romex.

Daveyf

If we take this scenario one step further, and agree ( or not?) that Romex is the material/cable that is the limiting factor in the power supply SQ to our gear ( particularly our amps) then the question becomes how does a different kind of cable from the wall to the amp ( or other gear) better the sound of the cable in the wall. 

Sorry but I don't agree that Romex is bad.  Romex in your home is fine (good thing).  That happens between the hundreds of other miles between you and the power generating plant and your neighbors on the same grid using hair driers and noisy electronics is another story though.

Unlike what goes on in audio, AC power is easy to comprehend.  You don't worry about high or low frequency effects of the wire or if you need 6 nines pure copper.  All you need is a perfect sign wave at 60 Hz (only). You may have a small voltage drop of a few volts between you and your transformer but that is inconsequential.   All power cords do is give a chance for some of the RFI to dissipate in the last few feet of its thousand mile journey to your home on the grid.