DC Power Supply Cables?

How much (if any) of a difference does the umbilical make that runs from an external linear dc power supply to a turntable or other device?
I've tried looking online for cables with a GX16/2 (two-pin screw-on) connector on one end and a 2.1mm barrel connector on the other (also a GX16/2 to 2.5mm cable), but most of the results are eBay imports. Even worse (I think), rather than terminating one end with an actual 2.1mm or 2.5mm plug, most of them employ a 2.1/2.5mm hybrid plug that uses a thin spring wire to press against the center pin of the receiving jack on the component.
I'd also like confidence that the cable is well-shielded (assuming shielding is important even when running 12V or 19V DC).
I don't know enough theory to be certain that this is an actual thing to be concerned about, but I don't feel good about having an expensive LPS on one end, an expensive component at the other, and a $5 cable-and-connector combination bringing them together.

Thanks, everyone. This is EXCELLENT feedback and information! What a joy to see responses like these instead of "You must be a moron for not understanding that your DC cable should be budgeted at 89.7% of your LPS cost" or "You must be an idiot for not understanding that for DC voltages between 0.14V and 21.6V cable composition, structure, and length are completely irrelevant!"