The warnings from WLPhoenix and Josh are absolutely correct: most cable connections do never have a significant influence on the sound, regardless of the cable brand.
There is one important exception: guitar cables. Because most electric guitars have only primitive passive high-impedance electronics (the same applies to passive electric basses), supplied from a coil with high inductance, the sound changes quite strongly if you vary the cable capacitance. However, there is no such thing as an intrinsically good or bad value of the cable capacitance, it's mainly a matter of taste and what you're used to. A guitarist who normally plays with short-ish expensive cables (which tend to have a rather low capacitance) will be surprised and likely dismayed by the loss of treble if they try a longer cable by a less expensive brand, that's how such myths come about ("my Monster cable sounds so much better than this junk that guy lent me"); but in much the same way, someone who normally uses very long cables might be dismayed by the nasty screaming and lack of mid-power their pickups develop when not connected to a big enough capacitance. Only they normally won't attribute this to the cable but to some other piece of equipment, because "a cable that costs thrice as much can't possibly be worse, can it"?
The passive nature of guitar pickups, unbalanced kind of connections, in combination with the typically used very high gain settings, also makes such lines particularly susceptible to all kinds of interference, which are often hard to trace. Cables are quite often the culprit, and indeed this is something where more expensive cables are often objectively better, since cheap ones tend to have bad shielding and sometimes unreliable connections.
The last point applies to all kind of cables, not just guitar cables: I also avoid the very cheapest microphone cables, in my experience the failure rate goes dramatically up towards the very low-end of the price scale. But the ones just a little more costly are usually much better already; for instance I have been using the Cordial CCM series a lot lately, they sound in no way different from high-end cables and I haven't experienced any failures yet. The plugs are a little too tight sometimes and the cables aren't quite as flexible as you'd like them to be (mechanically), but for fixed studio connections it's absolutely ok.
Conclusion: buy cables that are proven reliable and noise-repellent by experiment. Depending on the application, you may need to spend a little more than the cheapest prices, but never buy a cable because it's expensive. Try to convince your friend to do some blind tests, in most cases he won't be able to tell the difference between a $10 cable and a $100 one without looking.