My experience: most cables sound about the same, some sound WORSE than stock, a few sound better than stock. Unfortunately, you’ve just gotta go with ones you can demo, or recommendations from someone you trust.
The Sennheiser HD 6XX cable (similar to the cable that came bundled with my HD 650 & Apogee Groove combo, except mine is shorter) is actually pretty nice quality. Supple, light, left and right channels are kept separate till they reach the termination plug, only thing is the termination plug isn’t a fancy looking carbon fiber affair.
I’ve tried aftermarket cables with an AKG K712 Pro, a Sony at a CanJam RMAF, and three different cables with my Sennheiser HD 800. The stock cable is already quite good, so getting a cheap cable would probably be a downgrade. I heard the HD 800 first time when a friend let me listen to his, with a cool looking Norne Draug cable. Looked sick in the red color, was thinner than the stock cable, and I got shivers the moment first song started playing (among other reactions), but we didn’t compare to stock so I have no idea. First time/brand I definitely heard something different just because of a cable was my buddy bringing over a DanaCable. That thing kicked ***, the balance of frequency response seemed the same but the dynamics, impact, and clarity were so much obviously better that it shocked me. Based on prior experience trying a Mogami (star quad?) microphone cable that I had a friend re-terminate for my k712, and hearing no difference that couldn’t be down to just placebo, and a similar experience with the Sony, I was ready to say “Eh, not worth it unless I come into some random money.” But with the DanaCable, the upgrade was a bigger leap than when I upgraded my Schiit Bifrost Uber to a classic Theta multibit DAC. I also have a buddy who works at a high end audio store (lucky), and he let me try out a high-end Nordost, and that too was clearer, lifting the haze and letting more music through, but price was a bit prohibitive for me. I hadn’t fallen into money yet, but I had decided a good cable (from a good brand, with return policy) would be my next upgrade because I pretty much love my HD 800 (I don’t find the treble too hot, or at least not irritating like the DT 880 was for me).
Last year, A friend of mine who DIY’d his own cables offered to make me one for the cost of materials and shipping, but the cable got lost in shipping and the friend didn’t get insurance on it, so I was simply out the money. Major bummer. This year though, I talked to a few nice people from cable companies at CanJam NYC, (shout out to the folks at Cardas and DanaCable!), but I got a CanJam show offer on a Wireworld Cable that I couldn’t pass up.
My Wireworld Eclipse Platinum cable for my HD 800 is flat, as short as my HD 650 cable, balanced (Pentaconn for my HDV 820, and the upcoming amp module for the FiiO X7!), lighter than the stock cable, and a calm gray color. All silver, which some think would make the HD 800 sound brighter, but it’s not. The better conductor, plus the design, results in simply more of everything. It’s like putting on glasses for your ears - same colors, but clearer, better contrast. I do feel it’s worth the cost over Sennheiser’s XLR balanced cable (plus I wanted a shorter cable, since my amps are on my computer desk), but of course the Sennheiser cable costs less.
If you look at the cost of a replacement stock cable, don‘t expect a lower cost aftermarket cable will sound better, unless you specifically are looking for a cable that causes distortion and coloration. If you want to try the DIY route, and you buy exceptional materials better than the OFC stock cables, and you foresee making several cables over the lifetime of the equipment you’ll have to buy, and you understand that you might mess up an attempt or two... go ahead. If you just want a shorter or prettier cable without trying to also get a sound upgrade... go ahead. Just don’t expect a cable substantially cheaper to sound better than stock. I haven’t tried all cables, and unfortunately I have found some that would only be a side-grade or downgrade. However, I have found that some cables genuinely do give you what you pay for.