Gold is a bit more conductive than most of the metals used for electronics.....if you go to a store like Audio King of Best Buy you will see gold plated RCA cables, gold plated mini-jacks, gold plated 1/4" jacks, etc etc. They conduct better than the aluminum or steel that is usually used.
Really, if you can get the same power supply without gold connectors, I would get it. It's not a huge difference, and it really doesnt matter in a computer. If you're trying to get the best soudn quality possible out of your stereo, then you would want gold plated connectors. But for a computer P/S, it wont make a difference. Your computer might power up 1/1000000th of a second faster after you push the on button, but that's about it. Your computer wont run any better beacuse of it....
Gold is more conductive than silver, or other metals, but it's more pricey.
However, when you use gold on the head end of the connector, and the receiving end is not made of the same material, you can get what is called 'galvanic corrosion' which means you'll see corrosion between them. It's common in home audio, when you mix gold and chrome plated connectors.
I don't think you'll see any difference in a PSU with gold connectors, and one without. For stereos, gold connectors will help sound quality, but i doubt you'll see any in a PSU.