The connection between your guitar and amp is such and important subject that it should not be overlooked. This is where there is potential for noise and loss of highs to be present before the amplifier starts doing it's thing, Amplifying the Good, the bad & the ugly.

What to look for inside a quality guitar cable
 
Lower capacitance cable lets more high end through to your amplifier, it also yields a stronger signal. The core material  can change the cables conductivity( the wires that carry the signal.) The filler material should prevent stretching and twisting of the inner conductors which can cause noise. The insulation is important also because it helps to minimize capacitive filter rolloff. Preferably made of an irridated polymer intead of a polyethylene for added heat resistance. The braiding method of the shielding is also an important factor in rejecting signal noise. A tight densley woven braid is ideal for offering superior noise rejection. The jacket should be a durable PVC or equivalent material which will not shrink, stiffen or crack regardless of the temperature it is exposed to. 

 Not all guitar cables are created equal. You can however get a quality guitar cable with out the high boutique price tag with some searching. It is best to read reviews,search the forums, buy a few cables and inspect them physically and sonically to come to your own conclusion.