Ah the old HDMI cable issue, this is a hot topic and has been for many years now!
HDMI cables that are slightly more expensive than a couple of a quid from a supermarket or such place can be a worth buying but not always. I wouldnt suggest spending a fortune on the likes of the QED's, Chord or Van Den Hul cables that can cost a lot but there are some decent cables out there for about £20 give or take.
The issues that i have seen with the very cheapest cables are certainly that of build quality, the ends can often come away from the cable if you need to remove the cable often from the device. Cheap cables can also then produce snow or sparkles on the screen due to the poor shielding on the cable.
The length of the cable as well is a factor, if you need to go over 10m (this isnt that common i have to admit) but the cheaper cables can struggle to cope.
As with anything in the AV world it really depends on your kit and the set-up that best suits you.
Hope you enjoy the HD experience!