Yes, speaking from experience with headshells, wires and mounting hardware, I can assure readers that these things make a very real difference, especially in a high-resolution system.
Not only do the materials and construction improve as one spends more on these elements, but their contribution to the total mass and therefore the resonant frequency of the tonearm/cartridge system is a critical consideration.
I’ve found headshell wiring to be very important. I currently use SME silver headshell wires and they are the best I’ve tried so far. There are others that work really well, like the Ortofon silver wires, Jelco (when they were available) Litz wires and some Audio Technica wires. I also supply basic sets of wires for $10 which work very well.
Certain brands of headshell, certain types of fasteners and even the rubber gaskets that one uses are important and all contribute to the final result. I always suggest getting hold of the very best headshell you can afford and making sure that it matches the mass of the tonearm and the range of cart/headshell weight that arm can support.