I never auditioned power cables, because I buy well-designed equipment. If you learn how a good power supply works, then you'll understand why you just need to worry about the gauge. The frequencies are far too low to worry about things like inductance or capacitance. Any EMI should be rejected by the power supply, which also has to be designed to cope with noisy power.
The audio industry learned how to design cables resistant to EMI, long ago. Look at mic cables - they use shielding and differential signalling to reject unwanted noise. Some professional and high-end audio equipment has balanced interconnects which adopt these same principles, although since interconnects use much higher voltage than unpowered microphones, induced noise only tends to be an issue for extremely long cable runs (esp. if you're running them alongside power cables or near things like fluorescent light ballasts). That's why most consumer equipment uses RCA-type interconnects which don't even have a standardized characteristic impedance (though, audio is so low-frequency and interconnects tend to be so short, they don't really need to).
What's funny is that most hi-fi cables are traditionally just dressed up versions of the same cable stock you can buy from places like I posted before:
Some hi-fi cables can actually damage your equipment, because the connectors grip so tightly. A cool solution to this "problem" are twist-lock connectors, although I've not seen any quantitative data vs. a quality "springy" connector.