The only situation where I would expect 'expensive' cables to do better than 'cheap' ones is for long cable runs.
I would not be surprised that the mroe expensive cables have better signal characterstics but for normal length (like 6ft) runs it should really make no difference.
If you are running longer distances, especially at 1080p 60fps, you should be more concerned.
Also the more expensive cables tend to be prettier

I got a fairly long Monster Cable HDMI on eBay for like $20 and it is quite a work of art (and it works fine too)