It's all about the size of wire...the larger wire, the more signal is transferred..........but it's easy to overkill. 16 gauge is a good standard, and make sure it's made of a good copper. Some cheap wires have tin and other cheaper metals, they corrode. You can also suffer a high freq. roll-off if you're running smaller wire, especially w/some length to it.
So yes, speaker wire does matter, but don't let a salesman tell you that.