cl_interp doesn't do anything anymore - it has been removed from the CVARs. Also, you shouldn't touch these values anyway - they were once relevant (in CS1 times) but can now only f00k up your game - and back in the day people usually set these CVARs incorrectly anyway because of some pr0-tip-fads.
Source? I quite notice a differnce between using 0.01 and 0.03 (for updaterate 66).
You notice a difference because you needlessly altered your settings. ;-)
Actually cl_interp hasn't been completely removed from the CVARs but its functionality altered in an update I can't be arsed to search for - it's determined by your cl_cmdrate and your cl_interp_ratio, which defaults to 2. The formula is that you divide cl_interp_ratio by the cl_cmdrate and that is the resulting lowest cl_interp value that TF2 will use, regardless of what you might have set it to.
So, if you had left the settings at their default values you would have found that 2/66 ~= 0.03 - regardless of the default value of cl_interp, which is 0.01... Since for some reason you set cl_interp_ratio to 1 instead of the default 2 you suddenly get a minimum cl_interp ~0.015 and that means just too much interpolation if you leave cl_interp at 0.01.
In conclusion: had you left the values at their default settings and just altered the rates you would have arrived at the same results and this is what people should do because cl_interp and cl_interp_ratio should not be messed around with if you have no clue - don't listen to pr0-tips of users who usually don't have a clue either (by that I mean some Steampowered/pr0-gaming "gurus" etc.). ;-)
Funnily enough all of the above is written in the Valve Wiki you yourself pointed to (with the exception that they don't mention the cl_interp_ratio CVAR which is the "2" they use in their formula and you changed for some reason.)
To all who can't be arsed to read the whole post:
Set your rate, cl_cmdrate and cl_updaterate to what SaintK tells you and DO NOT mess around with cl_interp and cl_interp_ratio.