I recently have gone thru a modern itteration of cable jumping myself, mainly with some interesting auditions of power cables and speaker cables.
Yes I have compared many over the years up to $12,000 a pair Speaker cables to be honest. Those were a dealer loan.
What I learned is it can be very system dependent.
I also learned definitely the most effective cable in the system is in fact Speaker cables. They can and will change the total outcome of any system or synergy. Jumping between one lamp cord to another may or may not, including just different AWG used. But some geometries and materials can in fact be heard night and day differences with some speakers for sure.
I originally believed interconnects were the most important because obviously they are the critical signal cable, but this proved not so true.
1 - RCA you need to make sure they are quiet as by nature they are single ended geometry, and can pick up noise, also generally "Silver Tinned" may or may not be a good idea over just pure copper. But RCA cables can in some cases make or break, but any properly designed with decent copper will work great if the gear is good in the first place. Twin litz, or Coax, but I will say COAX seems to be more consitent and definitely by nature will stay quiet due to naturally shielded vs. some of these home brews people try to create with 2 wires, and twisting, or selling for hundreds to thousands of dollars, stick with PRO designed COAX cables for RCA period they will always be correct vs. trying to get fancy with geometry and materials.
2 - XLR is a whole game. The truth is most XLR will do nothing in most systems I have tried. I for a long time was a believer in balanced "True Balanced" was the best audiophile way, and cables should matter.
It is virtually impossible in most applications to hear a major advantage of any terminated XLR cable unless maybe you are running ultra long cables somewhere. But for standard 3 ft to 10 ft lengths stick with any good PRO brand again that is used for any Microphone or mixing console in the PRO industry they reject noise, they have good materials and don't cost a fortune. I have had some XLR as much as $3000.00 a pair and NOPE never again, for well under $300 you can do well, and even for $30 you can build some really good XLR using whatever connector and shielded twin coax wire you want with good results and low capacitance etc...
Finally Power cables. Yep at one point I believed this was a major stepping stone to solving the Audio Nirvana as well. They "Can" have an effect, but until I figured out as long as you use something as good as 5n Copper and skip all the hype with decent IEC and AC plug they are very low on the priority list because point of diminishing returns quickly kicks in spending $500 to $5000 for used power cables, and I have had many.
My last set were 7 AWG with hybrid silver copper design from a pretty major manufacturer. They were great with top of the line Furutech connectors, and 3 separate poles braided geometry and all the fairy dust in them.
Nothing wrong with them, they sounded dam good, but you know what 7 AWG is generally complete overkill for most components off your standard 15 amp or 20 amp circuit, and truth is I found some much simpler 10 AWG good clean copper shielded 3 pole cabling worked just as well, and maybe sounded a bit more organic in this specific setup.
So in the end is it all just Voodoo we are trying to sell to ourselves?
No I do believe good cables [the right cables] can make a system perform, and sound better for sure, but finding that perfect combination is more about really understanding why it should work, or not, and picking good enough materials from whoever makes it to get there in the most realistic cost, and logical way possible. That is the challenge. Not because it has a big namebadge and price on it.
Again no question some "Super cables" have an effect, but in the end after most people live with them they end up on the used market for a reason. You can easily either build, or seek out the good cables, and pay as little as $100 with good connectors for any of these applications, you just have to get on the right track with experience to do it.
Good Luck