I am also a skeptic when performance claims are made for which there is no objective support. Our hobby, however, is not always predicated on "scientific proof". My attitude is be skeptical, but remain open to experience, and -- most of all -- listen to what your ears tell you.
There is some "objective" basis for high-quality power cords providing better performance. At the least, they behave in much the same way a transformer does to buffer out problems in the electric power. Additionally, high-quality power cords certainly have heavier wiring, which makes it possible for amps to draw more power, cleanly.
I recently upgraded the power cords on my Bryston power amps. I bought AudioQuest power cords which are equipped with either 2 or 3 ferrite units, which reduces the amount of RF transferred through the cord. There was some improvement, but I'm not sure I'd call it dramatic. However, since I bought the cords on sale from HCM Audio (check their Web site -- www.hcmaudio.com -- because the sale is still on), I think the investment was a good one.