I started with a cardboard record player. When I got a little older, my mom let me play records on her console stereo. The sound was better, especially the bass. Next step was a Dynamo ST70/PAS 3x powering Utah 12" speakers. Better. Then I swapped out the lamp cord for Monster cables. There was an undeniable improvement in sound quality, which was even more noticable when I upgraded to some B&O speakers.
I had to leave the Monster cables at home when I went to college, and went back to zip cables. That only lasted a few weeks, and despite being a broke college student found the money to buy another set of Monster cables. The Monster cables sounded better, and I was rewarded by my cable upgrade and was content. There was no question that the Monster cables performed better in my modest system.
Flash forward to today. I have a small collection of decent cables, and can afford to buy whatever I want. I enjoy monkeying around with speaker cables and interconnects, and there are differences, but they are subtle (not big differences like the zip cord/Monster cable difference). What I seek today is lack of listening fatigue and easier involvement in the music. Sound "quality" stays about the same: if I listen just for a few minutes I can’t discern much of a difference, but after a few hours it is easy to tell which cables work better in my system.