Effects on sound of RFI in amplifier?

Most of the time you simply will hear it, if you have an RFI leak in a possible RFI sensitive system or area. RFI gets rectified and even demodulated (by passing through different semiconductors etc.) and finds its way to the speakers.
You can expect an increase of noise, sometimes high freqency modulation effects (a bit like listening to short wave radio) or - in the worst case - you will listen unwillingly to a local radio station, cellular phones (but you will not understand the calls...) and motorcycles passing by, you name it.
Plug in a phono cable into an amplifier an touch the other inner pole with your finger (do not turn the amp up too high): You will hear some RFI. Then put your finger tightly to both poles: Less RFI. This was a short lesson for setting up low impedances against too much RFI ;-).
That is also one of the reasons why in certain systems even unscreened cables work without problems, while in others it would be impossible.