The Rockets are fine. I upgraded from the 33 to the 44 in one of my systems at some point, not a huge difference but I did hear a little improvement. Later swapped around some Morrow SP-5, Straightwire Symphony, Kimber 8TC, which all felt roughly the same caliber even if some are more expensive. They all had different strengths with none taking a clear lead over the others.
I like Audience a lot, their better models are a little pricey but buying used can bring them down to a more realistic price level. I also really like Zonotone from Japan, you don't hear much about them around here though.
I just ordered speaker cables from a company I had never heard of before called Veritas Cables. I have their Aperta Special Edition speaker cables on the way now, hoping they remind me of Zonotone since they have some design similarities.
My experience is you just need to try a bunch and see what you like best. That really is the best way to go.