Good advice so far, Kolia. I am just not sure whether you mean the 2 wires of one channel (loudspeaker), or several channels. In the latter case I would not "intertwine" them, but the effect will still normally be negligible, as jcPanny explained (current, er, not always that low, but the impedance is low enough to make induction negligible - I presume you are not talking of many tens of meters).
My small concern of too long lengths too close (I mean of different channels) is that in some amplifiers with negative feedback from the loudspeaker terminals there were "ingress" of some artifacts via this way into the early stages. But that is the exception.