There are many exotic cables for audio. Some use weird materials, some use materials in weird ways. Some add electrical components to them to filter the signal. Silver is the best solid metal conductor. They do not use silver wire very often, but often use solder that contains silver for connections. Gold is not as good a conductor but it does not tarnish so connections benefit from that. Gold plated connectors are pretty common. Our old friend copper is 93% as good a conductor as silver which big picture is good enough.
Lets talk about the bits between boxes. The wires can take many forms. If you are dealing with radio frequencies and large currents a thing called skin effect occurs where the current moves to the outside of the conductor surface and this increases resistance. For very high frequencies and small diameter conductors this is an issue. At audio frequencies it aint that big a deal. Most wires are smaller than the skin effect depth at the audio limits.
The effect is an increase in resistance at increasing frequency. It takes more power to push the current down the wire. If you have lots of power then what is the big deal? There is also a phase issue at high frequencies, but the tiny phase shift is trivial compared to the phase shifts in each step of the way from record to air in the room.
There is a second effect that is called proximity effect that also increases resistance with increasing frequencies in wound things like coils in transformers and inductors and speaker voice coils. This issue can be dealt with by using hollow tubes as conductors or flat ribbons, or interesting woven braid patterns.
In most cases say the cables to your speakers heavy gauge therefore large diameter provide less resistance in general. If the conductors are not insulated and contact each other they act as a large diameter conductor and are likely not affected at all by skin effect in audio frequencies. There is a type of wire called Litz that is woven pattern of mutually insulated strands intended to cancel out the skin effect. Some people use it to connect speakers. I do not.
Inside the speakers is another story. The fine wire wound in the voice coil just has to bear it. Weird shaped wire may help, but you are not going to wind one with tubes or ribbons as you need the windings to be dense and tight and to see the magnetic field of the motor. In the cross over filters there is more room. I admit to using litz wire in my inductors. My intent was to have them tune more precisely to the parameters of the filter, and hope they worked better.
These inductors have from dozens to quite a lot of feet of wire in them. Between your amplifier and the air moving in the room most of the wire length is in the cross over and the voice coil. The connecting cables are much shorter by almost an order of magnitude. That I why I do not sweat that so much.
The wires inside the phonograph pick up or cartridge are really tiny. Arguably they are affected by both of the problems with tiny wires and frequencies. But there is so little room there is no space for funky wire shapes or patterns. perhaps one of the benefits of very low output moving coil types is the wire coils use very short lengths so you have minimal phase shifts. And the currents are very very low.
In the end the level of fretting over this stuff verges on neurotic. The price of exotic solutions can in my mind not be justified. It may be that speaker wires that have capacitors and inductors on one end to block radio frequencies will work better in some cases. I would look at the stability of the basic amplifier first. The more expensive and exotic the equipment the more careful you need be.
I recall that one respected and expensive amplifier prohibited litz wire for connecting speakers. That was because that type of wire has relatively high capacitance and can exacerbate instability of a poorly designed machine.
It is very messy. I guess the farther up the bean stalk you climb the more magic you need.
