Its a subject you'll hear a lot of opinions on, but rather less firm evidence.
The practical difference between expensive and cheap pots might be how long they last, or it could be just the name. I find it very hard to believe that tone is noticeably affected, at least not to my ears. I'd be particularly concerned about quality of switches, I've had a number fail on me over the years.

I've never been convinced that capacitors can be very different, but it may be some folk have much more sensitive ears.

Don't forget the actual pickups are made of hair thin wire, so its probably hard for the thickness of internal wiring to make much difference, especially as its over very short distances.