Dallas, you definitely do not have to turn your system off when changing speaker cables. You just want to take the cables off the amp end 1st and put them back on the speaker end before the amp end to avoid shorts. I always hot-swap ICs too but there are amps that can't do this without transmitting ground current on the signal before the ground makes contact so you get a large buzz, this needs to be avoided. I can even hot swap power cables on tube equipment fast enough that the storage caps never discharge and the amp is never really powered off.
To clarify my comments about getting calls from customers, this did happen several times and I also communicated about this issue with others via email, I just mentioned the calls because it shows the urgency involved with the communication because of the horrible sound they were getting before break-in. These customers all had their original speaker cables to compare to and in every case the sound was worse that their original cables before break in and surpassed them after break in with exceptions in the 5% range or so. I never sent the customers already broken-in cables as this period of very bad sound only lasts a few hours. After I started burning in my cables this issue completely went away.
My cables performance is consistently described by my customers in such a way that if delusional they would all have to be sharing a mass delusion, which is less likely. If there truly was only placebo effect and expectation bias I would expect a much more random sampling of performance reports. The other thing that has been very consistent is that the more neutral the cable is the less the spread of reactions and the more consistent it is from system to system. For example a cable that is voiced on the warm side will get more of love-hate reaction than a very neutral cable, which gets a more consistent reaction. But even the love-hate descriptions share many similarities, it's just the synergy varies a lot more, i.e. you don't want a warm cable for a system that already leans very warm. So with the warm cable I get It sounds like X and I like it, or it sounds like X and I hate it, the descriptions of what it's doing are similar yet the result varies a lot more.
People that think synergy is everything are only partially right, there are objective criteria for cable performance that are not subjective, such as the resolution of the cable and it's ability to portray tones and timbres realistically, so a trumpet sounds like a trumpet and an upright bass sounds like a real bass. Not every component, speaker and cable can be completely neutral, but the closer you get to neutral the less synergy matters and in a hypothetical system where every part is neutral synergy would be a complete non-issue. For this reason I believe using cables as tone controls as Dallas mentioned is a really bad idea, you need to pay more for a cable that does as little as possible and not for a cable that sounds how you think it should, if you used cables that are not neutral you will compensate in other areas and every non-neutral element in the system causes a loss of resolution so to get best results and a very resolving system using components, cables and speakers that are as neutral as possible is important. With my line when you pay more you get a cable that effects the signal less, not a cable that is voiced to sound a certain way. There is a huge difference between the two approaches to design, one has high fidelity as a goal, the other is simply personal preference. There's nothing wrong with personal preference in a sound that is less accurate, it's just not the pursuit of high fidelity anymore.