The sole purpose of the Zu Cables was the fact you can get good cables at cheap prices on their e-bay auctions. I thought I couldn't go wrong with the good prices. I went from Monster Cables to Blue Jeans Cables. Also had DH Labs Silversonics but I never had matching cables. Now all my cables are the same brand. The biggest difference I found was the power cable on my preamp, the speaker cables and power cables on my CDP.
Your system is further along than mine (slowly working on it). I've got Paradigm Studio 20 v.3 monitors in my Home Theater system that (I'm guessing) may have a somewhat similar sound.
I'm curious about your thoughts on your various Zu cables. What led you to try them, and had you tried other brands before them? I've got Morrow Audio sp5 speaker cables that I really like.