I play my old classical music LP's and 70's folk rock, mostly for nostalgia, on my VPI TT with Moerch Arm.
The only application where I have found cable construction to make a difference is in this phono applications, specifically, 5 pin DIN to RCA termination, from my tonearm to my phono preamp.
...and the difference was in hearing/not hearing low level RFI (i.e., not audiophile stuff like "more air around instruments", etc...). RFI sounds like a very high pitched weeeeeeeee, very directional. My wife would hear it before I did (her HF hearing is better), but once she pointed it out it is very obvious.
My choice of cables to replace ran from about $125 (entry level Audioquest) to $2000 (Audience), and everything in between. Needless to say, I bought the Audioquest cable, and the RFI was gone. I tried two other cables and returned them - no perceptible difference - although all three of them cured the RFI.