I'm probably going to get hammered for this post.
After initially using standard cheap interconnects, I stepped up to more expensive cheap interconnects and outfitted my system with Acoustic Research IC's (the blue ones with the molded plugs). I've had more than one issue with the plugs they use. Anyway... they did allow "more sound to get through" than the cheap ones.
Then, since I can, I decided to make a set of IC's a la Kimber Kable's braided cable. I had enough Rat Shack intercom, yes intercom, wire to make two sets. I believe it is AWG 24. Of course, the insulation is most likely PVC or something rather than PTFE/Teflon (a big no-no). However, the difference between these IC's and the original cheapies was/is even more profound than going to the Acoustic Research. (Fortunately, I didn't and do not now live in an area with a lot of penetrating (the house) EMF/RFI. Unfortunately, in my current setup, they are not quite long enough to connect gear from one rack to the neighboring rack. Maybe the magic ingredient is the wire itself. The intercom wire has a solid copper core. It is less flexible. Still, when I remove these cables from the system it is a let down every time. Anyone else have a favorite (cable) recipe?
(I did not feel they were well-suited to go between my tonearm and phono pre or between my preamp and power amp. Elsewhere, I am quite pleased at the improvement.)
I am now investigating making cables the same way but with a solid core silver wire/PTFE insulation as the hot wire and copper as ground and semi-ground.
I know...all cables sound the same. It's all in my mind.