Once you have done your room acoustics, done proper power supply and isolation and purchased the expensive gear (or used equivilant

, then yes expensive cables can be used to tune your system, until then please stick to moderately priced cables or make your own.
As speakerman said, inside a speaker is a different thing as the wiring can be used to tweek the sound of the drivers.
One thing that amuses me to death is the claims of more dynamics or more (whatever).
A cable cannot add anything to the sound, it can only take away, if you listen that way, you can save some bucks, what is this cable taking away that makes me like it !!!
I have these damn ears that can hear things and identify frequencies (which is why beer etc,. goes well with just sitting back and listening), plus I have music that I have recorded myself. A very famous and popular 'dealer' cable we discvovered seems to be taking away at three typical crossover points, which makes it an easy sell as it softens around crossover problems inherent in most mid-fi speakers.
We did a lot of A/Bing not knowing what cable (RCA interconnects) was what and sure enough dicovered that our $99 cable had more dynamics than anything else we tried, up to about $1200, including some others of ours. Didn't soundstage quite as well, but make us wonder what was happening with the other more expenive cables that didn't have the dynamics, but gave a wider and deeper soundstage.
btw, it wasn't until i got into the 'audiophile' world with GF, that I had even heard the idea of soundstage past the speakers horizontally, I was taught to mix inside and of course we used reverb/eq tricks to create whatever depth of soundstage we wanted.
Anyways always get a home audtition or trial for at least a week with cabling, it is human nature to think different is better, after some time pretend the cable you had before is your new purchase and swap it back in, again you might save some bucks

Ian