Hi magical_mouse
I don't think you are likely to experience a night and day difference by changing the cable on your headphones.
You will certainly read all sorts of reports of people experiencing big differences by changing cables but you have to consider that in Hi Fi auto-suggestion plays a huge role and so it is difficult to assess how real the differences are. Unfortunately people tend not to think they are susceptible to auto-suggestion and do not realise that in hearing auto-suggestion has a massive influence.
I am not saying that cables necessarily all sound the same, but I am saying that to actually improve the fidelity of the reproduction usually there are much better thing to consider.
When you are listening to a CD or any other source with your headphones data is lost in various ways throughout the system. When data is lost it cannot be regained, so if a lot of data is being lost by the source, for example, then that can never be regained no matter how efficient the amplifier or headphones might be.
To improve fidelity then you want to start at the source and work from there to the headphones.
I am using the word "fidelity" because I'm not talking about just changing the sound in some way. You can certainly make changes to the sound anywhere you like in the system but these changes won't be about improving the quality of the sound necessarily, in other words, improving fidelity, rather just managing euphony.