Typically with longer distances, you want to go with XLR type interconnects. The XLR interconnects work like Ethernet cabling -- it takes a signal, and sends the signal plus an inverted copy of it down the line, and upon receipt of the signal it can filter out common noise.
For shorter distances and analog, the composition of a shielded versus unshielded wire makes a difference. The connectors make a difference -- is it locking versus non-locking? Is it made of a corrodable sustance? Is the cable susceptible to crimping or internal breakage? If it is bent will it fray internally? if it is made of a solid metallic substance, how susceptible is it to skin effects? higher currents tend to travel along the skin of a wire, the bigger the cross section the more likely the electrons will move to the skin of the wire. Different frequencies travel in different depths, and the composition (how pure is the substance?) of the internal parts of the wire can affect the arrival times of the frequencies. I think to an extent there is a difference of quality between a 10 cent wire and a $80 cable, the quality of the connectors, the quality of construction, the weave of the strands (prevents skin effects), and so on. As you approach the $8000 range, I think the law of diminishing results come into play.
Calvin