Popular Science in an article titled Gadgetry's Golden Rule calls the fancy high priced cables for stereo, speakers, DVD players, TV sets and such, a scam. They recommend buying the cheapest cable you can find.
PopSci has this exactly right. The fancy gold plated connectors, the thick black rubber insulation, the color coding, all look cool, but don't conduct electricity any better than standard plastic, tin plated ones do. And once your system is plugged together, on the shelf or in the entertainment center, who looks at the cables?
I am an electrical engineer, done a lot of work on video, a radio amateur, and an audio video buff to boot. I have formal education and forty years of experience.
Start with speaker wire. Your speakers have an impedance of 8 ohms. As long as the speaker wire resistance is less than ten percent of that ( 0.8 ohms) the wire is doing all it can do to make the sound right. My handbook of chemistry and Physics give 0.4016 ohms per 100 feet for #16 American Wire Gauge (AWG) copper wire, the wire in ordinary lamp cord (zip cord). Put the speaker 100 feet from the amplificer, and you have 0.4016 ohms going out, and another 0.4016 ohms coming back, for a total resistance of 0.8032 ohms,. Round it off to 0.8 ohms. How many of us have a house that is 100 feet from end to end?
In fact, many of us have the speakers withing 10 feet of the amplifier. In that case, the cheap thin Radio Shack wire (#24) will be 0.2567 ohms over a 10 foot run.
The only thing you can do with speaker wire to improve the sound is to "phase" the left and right speakers. Make sure the plus terminals of the amplifier are connected to the plus terminals of the speakers. This way both speakers push and pull together, which improves the bass. If you have one speaker wired in reverse, one speaker cone is pushing while the other cone is pulling, which causes the two speakers to cancel each other out. The cancelation is never purfect, but it will weaken the bass a bit. If buying zip cord at Home Depot or somewhere, a brand of wire with a mark of some sort distinguishing the left from the right wire is nice to have. Type of metal, solid vs stranded, rubber vs plastic, the electrons don't care. Shielding does nothing for speaker wires, the signal in the speaker wires is very high (watts), the signals floating thru the air are microwatts, and nobody can hear interference that is a million times weaker than the music.
The other cables in the system, the ones with that funny RCA jack on each end, are no more critical than speaker wire. Since the signal level is very low, and the impedance are much higher than 8 ohms, the wire resistance just doesn't matter. The wire from your CD/DVD player is driving the amplifier, which is a 1000 ohms. Ten percent of that is 100 ohms. Any kind of wire is going to be way way less than 100 ohms.
Go with the cheapest cables and save money.