Could it be that most people hear differences in cables because they bring home a shiny new set of cables, hook them up, and possibly remove a layer of oxidation that may have built up for a long time?
Most people don't touch their system for years after it is initally set up. When you remove and insert a banana plug or RCA plug, the friction created by doing this may "clean" the connection, and when the new cables are inserted, they sound better.
I suppose the real test would be to re-install the old cables and hear if there was actually a difference or just a dirty old connection.