I've generally shied away from using expensive cables in my systems because I've felt I could get more improvement by upgrading components. The most expensive cable I've owned was a pair of MIT MH-770 Reference Shotgun biwire speaker cables, but I traded a piece of gear that I wasn't using for these so didn't actually buy them directly. They did sound good on my Revel Gems but I never actually compared them to other cables.
In my current system, I have a 25' balanced interconnect between my preamp and monoblock power amps. With this length, it's very hard to get demos to try, so I've been experimenting with DIY cables, as well as Belden 1800F from Blue Jeans Cable. I've built cables using DH Labs Pro Studio, Parts Connexion "The Natural", and Neotech NEI-3001 Mk III. All these cables cost me $400 to $600 to make, so not absurdly expensive.
What I noticed, though, is that each cable sounded distinctly different, and none were delivering everything I was looking for. If I could combine the strengths of each, I'd be pretty close.
So I decided to try a higher-end cable to see if it would get me there. I've been reading a fair amount about the Iconoclast cables recently (triggered by the Intellectual People podcast interview with the designer). These cables are sold through Blue Jeans, and they offer a 30 day trial period, even for custom lengths. I also appreciated how forthcoming they are about the cable's design, construction, specifications, measurements, etc. and why Galen (the designer) made the decisions he did.
So my wallet is now considerably lighter, but I'm very impressed with what these cables are doing. I went for the 4x4 OCC variant, which is their most expensive, but still considerably less than other premium cables in this length.
Even with no break-in, these cables were an obvious step up from my other cables. The most noticeable improvements were better dynamics (specifically sharper attack) and more natural decay. After a week of break-in, I've also noticed that vocals have lost any touch of harshness that some of my other cables exhibited. I'm finding I'm enjoying listening to recordings of poorer quality that I had previously avoided.
So, these are keepers for me, and I'm now thinking about a second set (fortunately much shorter and less $$) between my DAC and preamp, as well as considering giving their speaker cables a try.