I'm with Newbee--it's really a matter of looking at this as a hobby. Try this, try that and learn something new. I started out in hifi when Stereophile and TAS were not in bed with the equipment manufacturers (at least not overtly). Then you could at least count on an interesting technical piece to learn something new or grow to know and understand the listening preferences of a small stable of reviewers who shared their assessment of different products in an unvarnished fashion. Now the mags are only good for the pictures--every piece of gear is the next best thing and you, dear reader, just got to have it. So now the hobbyist must rely soley on experience to develop any kind of expertise. The joy is in the journey, not finding some final resting point of perfect sound.
One other thing that keeps me in the game--the secondary market that has been created by Audiogon allows you to track the depreciation of your audio assets on a weekly basis. It's like watching the stock market move but you know it only goes in one direction--down. For those of us with limited means the only answer is to turn over equipment to preserve the value it represents on the market. If I were to hang on to the same gear for 10 or 15 years it would be worthless at the end of the day and I would have to start over. Who has that kind of capital?--not me. If I buy smart (low) and sell right (before the depreciation scale begins to head south) I can continually "upgrade" my system without putting in significant funds. I'm a teacher with a paltry income. My teacher friends marvel at my audio system. In the rare case where they ask how much everything cost I tell them first what it would have cost if I paid retail ($13K) and then what I actually paid (6K). Then they want me to put a system together for them for the same money. It took me 15 years to get here--it didn't all happen overnight. So, to conclude, there is no holy grail--just different sounds from different gear. Yeah, the hobby is fun. I've learned a lot over the past years. And, you gotta be on the merry go round if you want to enjoy the ride.