Do expensive cables/wires REALLY make a difference

Short answer, yes. Even inexpensive cables/interconnects can make a big difference. It's good to read stuff, but with cables, etc. it's best to identify what aspects of sound are important to you and what you'd like to improve in your system and use that to choose some cables to try and see what happens. Cables and interconnects tend to sound different in different systems, so it's kind of a moving target so especially with these components there's really no substitute to just start auditioning some and find your own way. Don't rush to judgement -- when I swap wires it usually takes a few minutes for them to settle into my system before they sound their best, and that's assuming they're fully broken in already. By the way, you won't find too many audiophiles using Monster Cable. Nuff said.

The good news is you can get very good performance for not a whole lotta $ if you do some research and especially if you buy used or direct from a manufacturer. My analogy with wires is putting cheap tires on a Porsche -- it undermines a lot of the potential you paid for when you bought the car. So it is with cables. Oh, and if this isn't infuriating enough, power cords make a big difference too. You can get some good feedback and advice here to help narrow things down if you're specific with what you're looking to improve/accomplish, your tastes/preferences in sound and music, and also let us know what other equipment you have.

Congrats on entering this nutty hobby. Is it too late to return your high-end pieces?

Your dealer is right in that a power conditioner can make a system sound worse, but it's also true that a conditioner can make a dramatic improvement. Which one it is for you depends on how clean/dirty your power is, what components you use, etc. Find a way to try one or two conditioners from the better companies (i.e. Audience, Shunyata, BPC, etc.) and then you'll know. I think most (but certainly not all) people find they make improvements and have some form of condioning in their system, and then there is the added protection from spikes/surges.

I don't think someone can say difinitively whether or not to plug your amp into a conditioner. It depends on several variables, and once you have a conditioner in your system it's free to try it both ways. If plugging into the wall I'd suggest at some point having a dedicated line installed, which you should do anyway (it usually costs less than $500, which in this silly hobby is one of the cheapest upgrades you can make). And yes, a conditioner still makes a difference if you replace the stock power cords. When it comes down to it, in my experience almost everything makes a difference. Whether it's an improvement or not is another story.