The answer is.... Wait for it.... It depends!
It depends on the electronics and the interaction between them, such as between your speakers and amp. Some combinations can be more sensitive to differences in cables, whereas with others a change in cables will have little impact. It is a function of the physical characteristics (inductance, capacitance etc) of the cables and your system, not price. As other have said, the right cables will make a big difference. The price you pay for the right cable will only impact your wallet. This said, maybe the right cables for your system will be more expensive than another.
Figuring out what cable is right for your system is where all the fun begins.