Everyone's system and ears are different. Here's my hierarchy...
Interconnects
Power Cables
Speaker Cables
Not much experience with HDMI, so no comments either way.
I've found the biggest difference maker in speaker cables is the length. I had to have 30 feet runs in a previous system due to layout. When I moved, I still had that length for 3 months or so (had higher priorities and I just wanted to relax and listen whenever I had the chance). I left the speakers where they were and cut the cables to 8 feet. Huge difference. And these were cables that were designed for long runs - Canare 4S11.
I've tried other speaker cables in the system since, and they made a difference, but very small. Not near the differences I've heard from interconnects and power cables.
Just reporting what I've observed.
