After market headphone cables

Yes, the aftermarket cables make a significant improvement. The stock HD800 cable is good but not more than that. When I replaced it with a Moon Audio Blue Dragon everything was improved, especially bass and overall transparency. Treble was clearer but was not any more piercing than with the stock cable.

The improvements were immediately apparent and there were no downsides (except for the price, of course.)

If you want a "budget" option, I have been pleased with the Headphones Lounge cables. They sound very good vs. stock and are less expensive than Moon Audio and Cardas. However, I don't think they offer a 30-day trial period.

Also, instead of spending a lot of money on a headphone cable, you might get much more bang for the buck by upgrading to the HD800 (used, of course.)