MP, Joe was only quoting me. Here's the deal: A music signal is alternating current, just like wall current AC, except at all kinds of different frequencies beside 60 Hz.
Yes cables do "break in" but that has nothing to do with changes in the metal of the conductors, but rather with changes that take place, over time, in the INSULATION material where it meets the metal conductor, when current runs through the cable (in EITHER direction, BTW!) These 'changes' in the metal-to-insulator interface (SOMETIMES!) result in audible changes in the sound. Why? Because of SKIN EFFECT. Skin effect is the term that describes the tendency of high frequencies to want to travel on the surface of a conductor rather than through its interior. So changes RIGHT AT the surface of a conductor (where it mates with the dielectric insulator) could (POSSIBLY!) affect the timing and phase relationships between the high and low frequencies of the music signal as it propagates from one end to the other. That's the theory anyway. It IS certainly true, that when people DO (say they) experience an audible 'change' as a cable 'burns in', it usually has to do with a 'relaxing' of high frequency harshness (they say! ;--)
Back to the arrows. Bruce Brisson invented the 'shotgun' single-ended RCA interconnect (while he was working at MonsterCable and before he founded MIT cable). This breakthrough design (used in 90% of all single ended interconnect today) consisted of two signal conductors surrounded by a braided shield. The ORIGINAL single ended RCA interconnect consisted of only a SINGLE center conductor, with a braided shield around it (like your cable TV coax.). But that meant the shield also acted as one of the two signal conductors, and so had to be connected at each end (duh!) If the shield DID intercept any hum or RFI, it went straight into the amp or preamp along with the music! Bruce's idea was to use TWO music signal conductors (double barreled 'SHOTGUN') and surround them BOTH with a shield. But NOW since the shield didn't have to carry a (music) signal, it only had to CONNECT TO GROUND AT ONE END in order to drain away hum and interference -- thus keeping the hum and interference from becoming part of the music signal!
With me so far? OK, so from the very beginning, they began to mark wire used in shotgun interconnects with arrows WHICH POINTED TO THE END OF THE CABLE WHERE THE SHIELD WAS CONNECTED TO GROUND! This was helpful to know, because in a music system (just as in an individual component) you get the quietest background noise/hum level if all grounds, shields, circuit boards, chassis, etc. terminate at ONE POINT! This is called "star-grounding" and in the best of all possible worlds, the preamp should be the only piece of equipment that is actually connected (by its power cord's ground pin) to the actual electrical ground of your house. The grounded noise from all the other "stuff" should be forced to drain back through the preamp's grounded power cord -- and not have any other 'grounds' of their's connected to the house's ground -- because that's what creates GROUND LOOPS, which act like big antennae for RFI and hum from transformers, etc.
With this in mind, you'd want the hum and interference picked up by the shield on your interconnects to drain right out through the preamp; in which case you'd want the end of the interconnect cable, where the shield connects to ground, to be plugged into the preamp -- WOULDN'T YOU?? ;--)
SO -- assuming a given cable maker is following the convention Bruce set up back in the mid 80's, the rule of thumb would be: "All arrows point to the preamp" ;--) If you're not sure that the arrows on your cable point to the grounded end of the shield, call the manufacturer. If they don't know what your talking about, the arrows on their cable are just "me too" decor, and don't mean anything. If you can unscrew the barrels on the RCA connectors, you can usually see (if) the shield is indeed connected to the RCA ground ring (along with one of the two signal conductors) at just one end of the cable and not the other.