I had some experience engineering Cable TV systems where coaxial cable transports the signal.

1) The dielectric does matter
2) The distance between the conductor and the shield does matter
3) The size of the conductor does matter
4) The integrity of the shield does matter

In general, the bigger the center conductor, the distance between the conductor and shield, and the integrity of the outer shield are the most important factors (assuming that most cables use a decent grade of dielectric).

And it matters more on long runs than it does on short runs.

Now assuming that you have 99% or 100% shielding.

The bigger the center conductor and the bigger the distance between the center conductor and the shield will result in less signal loss. And the signal loss isn't flat, the high frequencies go first.

But there is a point of diminishing returns. There gets to be a place where adding X dollars to the cost of manufacturing doesn't make as much difference as the last X dollars did. And the next X dollars will make even less of a difference.

Depending on your needs, you will probably be best with Mac's advice - go for the middle priced cables.

I have one situation where Monster cables do make a difference. I have a long (30') cable the goes from a line level output to an amp/monitor combination. I really only needed 25' and the Planet Waves cable I had before would pick up a lot of interference (buzz/hum). The $50 Monster cable does not. Probably due to better shielding.

That is the only situation where I use the expensive cable, the rest are mid-priced.

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