Has anyone made the jump to $uper High end and were disappointed?

It's a never ending proccess, what's wrong with it, anyway ? Unless it becomes a clear obsession - nothing, I guess.

@willemj 

Don't agree about electronics, although I applaud your skepticism and insistence on rational thought and experiment.

First, I think that you will agree that more processing tends to sound worse. So the first thing I did after buying my Quad ESL's was to build amplifiers with limited rails, which could not drive the speakers into protection. I was therefore free to remove protection circuits. That made a difference, and I'm sure that you can see why. I concluded that electronics can make a difference.

Second, I have demonstrated (single blind, A/B) to a skeptical engineer, that ONE resistor can make a clearly audible difference. I used a discrete, single active resistor, gain control (not a ladder) to control preamp volume, and thus to compare five different types of resistor. The engineer's response was, "Now tell me what you really did." He could not believe that the differences he was hearing were all due to different types of metal film resistor, in one location (gain control).

My wife, who sings in a choir, agreed (single blind, A/B).

Differences were subtle between 4 of the 5, but the worst sound was actively unpleasant. One resistor, mind. Nude Vishay was best, no-name Oriental was second. That led me to standardize on nude Vishay's - every low power resistor in my amps is now Vishay, and also in my new phono/preamp.

For the record, the system was built around one pair of 2805's and one pair of 2905's angled at one radian, all running the Vanderveen transformers with circuit protection disabled (since changed to all 2905's). Amplifiers were DIY solid state mono blocks (since improved). Also for the record, I hold advanced degrees in math and science, and am thoroughly acquainted with the techniques of experimental psychology.

@stringreen 

+1

This is a journey for sure, and you need to find the synergy between components. I do feel that your speakers and your source are extremely important.

I've owned my pair of Quad ESLs since 1973. They were eventually put to the side (and eventually into crates) while I used the Crosby modified 63, which was, overall, a better performing speaker in terms of bass, dynamics and dispersion, but they lacked the utter coherence of the original in my estimation. I only recently got my original pair restored by Kent McCollum, and they sound wonderful, with a pair of old Quad II amps, restored and re-glassed with GEC KT 66s. I don't have fancy wire, and in fact, have still not finished the turntable, so am using a CD player as a source-not a particularly notable one. The Quad based system is a joy to listen to.
But, there are many other things I own that I also like:
-my Lamm ML2s are wonderful with horns. I will probably not part with them.
-my Kuzma XL and Airline arm is now in its 11th year of service and I'll still thrilled with its performance. I did have to buy a pricey isolation platform for its new location, but it was worth it.
There are a number of other components I have owned over the years that I regard as enduring and bring me joy.
The point of diminishing returns is a very personal one and cannot be measured by any objective criteria in my estimation. Now that I'm past my big earning years, I'm more sensitive to value for the dollar but never felt compelled to upgrade for the sake of the latest and greatest. 
I'm finally looking at digital sources, to give me more access to music, despite my life long commitment to the LP.  
For the last number of years, most of my money relating to hi-fi has gone into records, not gear. I'm also enjoying it more than ever.