can't speak for already doing it, but I'm replacing mine with some better quality speaker wire as I go this winter. as I have been tearing out the old system, the stuff that skiers chose is not junk, but it's def. at the lower end of the quality spectrum.
now if I was not replacing the system, would I do it with already-installed speakers? no, probably not, but if you are replacing part of the system, might as well do it.