That's kind of the thing... is if a cable does sound different, it's because it changes the sound. For instance, my brother would be the kind of guy that having a passive coil inserted into a cable would be "better" for his listening. He swears his paper cone and horn tweeter 1980s speakers are the ultimate audio experience, and we now use nearly identical micro monitors at work - I have Edirol MA-10s and MA-20s, he has MA-15s... I run the bass and treble controls at "6" (of 10) and "8" respectively... he runs them at "10" and "2".
That's what sounds good to him, but I don't let him mix any audio besides voiceovers for projects... or else all the audio sounds like it's come off 2" quad.
What I've found is that as long as minimum AWGs (either through multiple conductors, strands or solid extruded wire) are met, and no other factors are added in (resistive loads, induction coils, etc) that they're indistinguishable from each other.
And if the cable does one of these things to colour the sound, truthfully it would be a lot easier to use an EQ to find the sound you like rather than trying cables until you find one that attenuates the frequencies the way you like.
Bren R.