I have no doubt that they make a difference. I have tried different SATA cables in my music computer and they sound remarkably different.
In my experience, many things make a difference. I can hear the impact of temperature and barometric pressure changes. At the end of the day, it's a
system mediating a transfer function,
y=f(x), which is comprised of the influence and interactions of
control factors and
noise factors, including the room, power, amplification and transduction gear, vibration damping, environment, power, noise (ambient, ground-plane, and "variance"-based noise e.g. jitter, etc.) on the final result. So while it is very true, as Nelson has said, our ears are not a microphone and our brain is not a tape recorder, we can easily distinguish the influence and the
interaction of these factors in the reproduction of music. I wasn't aware of this until I started reading more about digital music reproducton, but in doing that research, I've learned, that when listening to music, our brains can distinguish timing errors in the
picosecond domain; this is why our digital devices beneft from
femtoclocks. This is likely why many folks still prefer analog recordings, because there are no timing errors in analog reproduction.