Yes you can always spot the audioholics amonst us, they are the ones with storage bins full of cables that are not current flovour of the month.
Whilst you can make subtle changes to the overall 'sound' of a system you cannot alter the basic character overly but only tame it some what. What others have siad is along similar lines to my train of thought. Thin single core cables can clean up a messy sounding (e.g. too dense, muffled top end) Thicker quality single core can restore balance. Multi strand can bring greater body and weight but usually not additional clarity. Materials make a difference too, linear crystal copper is best for cold / hard sounding system (transistor) Silver brings a brighter sound and more detail where required. Carbon stranded (high resistance) can settle an overly energetic system (Van der hul ultimates) and bring through additional detail without the additional brightness of silver.
Hope this has given you some thing useful to experiment with.
rgds
Vitavoxdude