Asa - in answer to your questions
Everything is a filter, for sure. Now - take a $20,000 amplifier, for instance. Of what use is a truly extreme filter (2nd order low pass) to that $20k amp? Well, if it is really useful, then the amplifier manufacturer should have made it $21,000 and put some paralelled caps in to "power factor correct" his amp's obvious flaw.
Un boxed wire vs. boxed wire: Wire is a filter in the same way that water is an acid (or alkaline) - in the presence of real acid (or alkaline) water is just water. Likewise, in the presence of a real filter wire is just wire.
The basis of my opinion has been laid out in several technical arguments here on the thread. Look back and read.
Meanwhile, I've also had experience with Transparent boxes a coupe of years ago, and once had kooky MIT digital cable that had dipswitches on it. Both quite obviously changed things, veiled things in the systems. The Transparent boxes I was running were loudspeaker cables between a Cello Duet 350 and a pair of Avalon Ascents. The digital cable stood between a WADIA 6 and a Muse Model 2. No matter what little setting I chose, it didn't come close to a normal AES/EBU cable.
As far as philosophical methodology: One can arrive at a basically satisfactory result by consistently adding band aids until your system is EQ'd to the point that you no longer hate it. One can also take the efficient approach and seek the help of an experienced pro who can help to match your preamp/amp/speakers. With a good choice in the latter you will get off of the moving sidewalk that has many upgrading and crossgrading forever and just settle into music. In the former, one winds up trying to match the system to the magicboxes often times.
You can't expect to have a high res system with a mid res preamplifier. First order of business is to get a fantastic preamplifier, then have it matched to a fantastic amplifier. Then the only upgrade path you'd be following is the one for speakers. Start small and move up as money allows. No magic box cable is going to turn a $1,000 pair of speakers into a $5,000 pair of speakers, but some folks will wind up blowing another few grand on these magic cables instead of looking for more effective roads to upgrade.