Not really, if you have decent cables in the first place. ELAC has decent cables, for example, and that's all you'd need. There are other relatively inexpensive and perfectly capable cables, like Blue Jeans as another has suggested.
If you don't like how your system sounds, it's not likely the fault of the cables... it's more likely you are dissatisfied with the speakers, the amp-speaker pairing, or, and here's the big one, how your system integrates into the room itself.