I did experiment myself occasionally with digital cables, e.g. XLR (AES/EBU), Coaxial, HDMI, Optical, and even with the USB (Furutech, Wireworld, Viablue, Kimber). I have to admit that it is noticeable different in sound and of course effect the level of music satisfaction.
However, I'm not so sure for this very short docking cable. Nevertheless I order one from Moon Audio to try and did not disappoint. It even getting a better result with that weird look as cooperpwc said that it looks crazy. For those who use iPhone4 as a transport. Try to turn on the airplane mode you will get even better out of it. For the cable unbeliever, please ignore my post.