The shorter the cable the better.
However, unless you're going to get the 'really' good stuff, you probably won't notice much of a difference.

ie,
Pro Oval Guitar Cable

Solo crystal copper is used to create the smoothest possible sound. The ultimate guitar cable with double shielding, conductive dielectric layer to eliminate charge build up, patent hollow oval design to make sure all the music from the guitar reaches the amp, low loss TEFLON dielectric for fast transients and acustom 1/4" mono plug for the perfect connection.

Length
(feet) Connector Type
Mono Plugs

10ft $ 299.00
15ft $ 448.50
20ft $ 598.00
Add $29.90 per additional ft.