I didn't think it made much difference either, until I bought really good arrows. I was shooting the Easton Carbon Excel, and really liked them. I had good success with them, but once in a while I would get a "flyer" and say to myself, "What the heck did I do wrong there?" When I am practicing, I am quite cognisent of my form and release. Sometimes when I get a flyer, I know what I did. Punched the release, flinched or whatever. But sometimes, I just scratch my head and say...What the heck was that?
Well, I recently bought a set of Easton A/C/C's and I can certainly tell a difference. They fly much truer, and I don't get the mysterical flyer like I did before. I still make mistakes, and get the flyers, but that's my fault. My groups tightened up and I shoot better than before.
Now, some people may say that I justified spending that much money on something by telling myself that they shoot better, and to them, I say PHOOEY! The morel of this story? Shoot the best arrows you can afford. I am not sure how much difference there is in say .001 and .003 or even .006, but if they aren't as "picky" on straightness, how "picky" are they (arrow manufacturers) on spine consistency. Spine consistency is where it's all at if you ask me. Shoot, a grain or two difference in weight, I for one, will NEVER notice. And I prolly won't notice a difference in .001 vs. .003. But I do know this, I bought good arrows and immediately shot better.
Just get the best you can afford.