I prefer Teflon coated cables which are a bit more expensive then bulk stainless. I use them mostly because they don't corrode as much as stainless during winter riding. Stainless is more susceptible corrosion from salt infiltration. But, for general riding, bulk stainless works just fine.

As for the cable not "stretching", that's probably just marketing. All of the cables are cut off a spool of pre-stretched cable but the action of cutting the cable releases a bit of tension on the cables and allows them to unwind a little. That's all cables. I have yet to run across a cable that doesn't need a bit of time to bed into place and thus need adjustment. I suspect the expensive fancy ones will need do the same. It's physics.