I didn't believe in cable differences either until I ran up against them in practice. It wasn't even subtle.
I'm sure a lot of it depends on the quality of your system and the given cable. But I got two cheap cables from Monoprice. One shorter, one longer. The longer one was crap. It was really shocking. I had liked the shorter one, and just got the same thing longer so that it would be more convenient, and it sounded horrible in comparison. I'm not saying it had anything to do with the length, it was obviously just that the second cable as faulty in some way. But it wasn't subtle. One was smooth and rich sounding, the other wasn't.
Then stumbled onto a great deal on the TWcu iem cable by whiplash - a demo unit he was selling just to get people's opinions for testing purposes. Not that expensive. I basically just liked the look of it. So I got it, it was fine, I used it, never really thought of it again. But then the connector wore out - gold connections can SUCK - and it got all scratchy and horribly whenever it moved in the socket. So I thought, I'll take it apart and fix it! Except that, being an idiot, I just ended up breaking the whole thing. So I went back to my stock cable, that I hadn't heard in 6 months. Eegads! It sounded awful! It was nowhere near as thick and powerful and bassy as the TWcu I had come to love, and it made me just not like listening to music as much. I went to a stock westone cable that I had picked up earlier (since the silver oxidized on the stock JH13 and looked funky) and that sounded identical with the JH13 - thin and anemic.
Now is the TWcu adding something that shouldn't be there? I have no idea and I don't care. I don't subscribe to this stupid ideology of "transparency" - there is no such thing, for all kinds of reasons, simple and complex. You go with what you think sounds good to your ears. And in both of these cases, it was obvious.
Oh, third story - not exactly about cables - was that I hooked my old, unused computer up to be a "music server" so I wouldn't have to use my main computer for everything. I hooked it all up and thought, now this is going to sound MUCH better than my main computer, since it's not running any other processes, only the music program - and has tons of free space. Well, I plugged everything in and was totally dissappointed. It sounded... just ok. I went back to my main computer - yeah, that's what I thought - the main computer actually sounded BETTER, by a fair margin than the new one I had set up. How could that possibly happen? It didn't make any sense - I had done everything right. And then it hit me - I had screwed around trying to fix the internal fan on my old computer, and remember slightly mussing up the usb port on that side. I tried the other side - presto! Music sounded great. Much better than the main computer, like it was supposed to? No, not really. About the same. But at least it wasn't worse. But that was another breakthrough moment - that power, usb signal - I don't know what it was, but something in that port was screwed up, and it was making the sound dull and slightly wierd.
Science has an incredibly limited understanding of psychoacoustics, and of the brain's cognitive functioning in general. So it's ludicrous to think that everything we perceive can be tested and measured.
I think what gets people all up in a fuss - rightly, in my opinion - is that you've got all these idiot boutique sellers claiming that their $4000 cables make this huge difference, which is just pathetic. Basically, I think it's pretty straightforward - get equipment YOU CAN RETURN and if YOU like how it sounds, then keep it, and if you can't hear a difference, there's no reason to keep it! But all these BS debates on the sound science forums are extended masturbation sessions, where lots of people who think they know much more than they actually do end up talking past each other into the void. It's sad. And that's why they exile those people to that one little forum, so they don't wreck the rest of the forum with their endless diatribes one way or another.