Yes, fancy cables will probably sound better. Psychology! Most of that difference is due to placebo, but placebo matters as it contributes to music enjoyment. That's what I preach here. Embrace placebo! It makes us happy.
Anyway... assuming that you have good build quality and ergonomics, and if you need it, proper shielding (probably not needed in home settings for headphone cables unless you live next to HAARP or have a GSM microwave broadcast antenna outside your living room window, or something), you'll be fine. And you must like the aesthetics. That's important. Coolness counts.
The weird mumbo jumbo like "skin effects" and other exotic terms that you see around here usually only apply to very high voltages (kV levels) or extremely high bandwidth (GHz). Just remember that headphones (non electrostatic) as a whole use a max of 20V or so, and 100mA. The bandwidth is less than 1 MHz. The SNR of the ear is far less than 80db at best, and is usually closer to 60db. The demands aren't that high. We aren't talking about Thunderbolt cables here.
And the silver vs copper stuff, that's just for appearance, awesomeness (completely subjective), and corrosion resistance. There's absolutely no scientific evidence that at these lengths and bandwidths, that those two materials will make any difference that can be theoretically perceived by even the most "Golden" ears.
Side note: I kind of really wish that I was more susceptible to placebo, as it would make my life so much easier. Think about it. Example: Ginko is much cheaper than Prozac!
Edited by Chromako - 8/16/13 at 8:36pm