Yes it does make a difference. RCA plugs are actually a crappy connector for high-frequency video signals. Most professional gear uses BNC connectors and even the cheap-as-dirt "F" connector is superior. The better RCA connectors made a measureable difference for progressive-scan video (when progressive-scan DVD players first came out) and this was not even HD video.
(Think of these plugs as a speed-bump in the wires. Not a big deal for low-frequency, standard video. Bit of a problem for faster progressive video. Deadly for HD video).
I dont recommend using wall-plates with female RCA connectors. Use BNC wall-plates and order custom cables with BNC on one side and RCA on the other. Fairly good HD component cables start at about $45 from the custom web-sites like
www.bluejeanscables.com with these.
Hope this helps.