I've been surprised in so many different ways with cables. Whenever possible I try cables on loan before I buy in an attempt to minimize bias.
For balanced interconnects, I've tried AT 8300, Nordost Valhalla, Shunyata Delta, Cardas Clear, and Mogami Neglex. I really expected to hear a dramatic difference in these cables but after auditioning for several weeks they all sounded the same with my gear. So Mogami Neglex stayed. This was a surprise.
For speaker cables, I've tried MIT Evo, Kimber 12TC, Audioquest Rocket 88, Cardas Clear. These cables were slightly different sounding, but since my speaker cables are only 1 meter long the differences were not substantial. The MIT sounded rolled off in the highs, the others were very similar. The Cardas Clear and Kimber 12TC had the most balanced presentation overall. I chose the Kimber 12TC based on cost. The surprise here was a modest cable performing as well as a very expensive one, at least in my system.
For USB, I went from a generic USB A-B to an Audioquest Forest to WireWorld Platinum Starlight 7 and Starlight 8. Each made a dramatic difference in overall ease and musuicality of my digital front end. I never thought a USB cable could make that much of a difference. Boy was I wrong.
For power, I went from stock cords to Shunyata Venom and Delta cords. These made the second biggest impact of any cable change I've made, right behind the USB cable. This was a big surprise as well.