This is a good thread on the subject.
I have an all McIntosh system and I was using RCA interconnect all along but I was always getting a Hum from my system. I tried everything but couldn't get rid of the Hum completely. Seeing that the McIntosh has XLR ins and outs I bought Mugami audio cables and Neutrik XLR connectors and made up some XLR interconnects. The Hum disappeared. The sound quality remains the same, I could hear no difference compared to when the RCA was in use except the Hum. Now I no more Hum issue.
That's my experience with both type of interconnects.
Mando.