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

Spending more $$$ is no guarante for better sound. If you make smart choices along your personal audi journey you will be able to enjoy what you love even more. A higher resolving system can be more rewarding BUT it can also make things worse when you suddenly hear a weak link that was burried before. Working on each weak link can be very rewarding when you manage to achieve improvements. It is like an endless very personal puzzle. And I agree with Robert Harley that the better (not necessarily more expensive) the system gets the larger the reward from small improvements. The oposite of diminishing returns is what happens, when the resolution of your system allows you to hear a significant difference just by changing a minor component. Just throwing big $$$ at it does not at all guarantee satisfaction!

Throwing - no, but super sound is expensive even if you buy used. Let's not fool ourselves.

Speaking of super high-end, $4000 only buy used/demo cable or used cartridge or rack, though some advocate that $500 vintage cartridges can be at least just as good. 
I will never be operating at this level, I think just high end will be satisfactory. And I won't need a lot of money for that, $50k or so for everything, I guess. But of course if I want custom headblock for Studer deck and outboard custom tube playback head amp, and something like Herzan active isolation platform, that will be extra.

Super sound? What is that? However, high end home audio is one hobby where "fool yourself" (not the Little Feat song) is a defining characteristic.

I've been a music enthusiast for some 50+ years and an audiophile for some 35 years, with a true love for every jaundra, except, maybe, Rap and have attended many live performances, in a large variety of settings. Some of my favorite being open air concerts and street corner or small theater/night club jazz ensembles. Over the years, I've come to the conclusion that my expectations for a home audio system would not necessarily include components and speakers capable of producing rock concert level volumes in my listening room. Since my head and ears (like with many of us aging audiophiles) will no longer handle that much sound pressure (at least for long) I have scratched that needs off my list. I am most happy to have a system that, at moderate levels, creates a large, detailed and convincing stage, can re-produce the timber and ayre of real instruments and vocals and produce the dynamics needed for clean, crisp percussions. Like others here, I have a love for Quads and, in general, electrostats and ribbons. I'm pretty convinced that, regardless of your needs or expectations, unless you're trying to fill a concert hall, it shouldn't cost $100,000+ to build a very nice audio system......JMO.....Jim