Have you "lied" to yourself?

It is time for the utmost honesty. How many of you have made a fairly costly upgrade/purchase and weren't able to hear any difference (even if you struggled, it wasn't very obvious), but convinced yourself the difference was there (to avoid feeling embarrassed/taken, or facing that you don't have "golden ears")?

There's no need to mention the brand/manufacturer, but do mention the type of component as it would be interesting to see whether this type of thing happens more often with preamps, amps, cables, or sources (I doubt it ever happens with speakers).

I'll start. I'm guilty of spending about $600 upgrading speaker my cables and couldn't hear much of a difference.
You need to have a pair of excellent trained ears to notice the subtle differences........ When I was a young audiophile, I didn't hear any differences when comparing different equipments. Now I gain more experience, I can detect any subtle changing within the system when I changed something. If you can't hear it, it don't mean there is no change..........
Here's where I've seen differences rated on a scale of 1 to 10(10 indicating the biggest impact):

Speakers: Anyone who can't hear major differences between speakers may as well just get those cute little Bose cubes as they take up next to no space. This, in my opinion, is the cornerstone of any system and will make the largest impact on the overall sound. I chose Soliloquy 5.3s for their detail, soundstaging, musicality, and ability to disappear in a room. Rating: 10

Preamp: I think since they act on relatively small signals that then get amplified, I hear quite a big difference between preamps. That said, I've had a Rotel pre/pro for years and have been looking to upgrade, but nothing I've yet tried has blown it out of the water, especially when price is taken into consideration. Other preamps have been better, but not by enough to make me switch--but I also think the Rotel(laugh if you must) is an over-achiever in holding its own vs. some high-end products. Rating: 9

CD/DAC: Started with a decent one-box CD player and added an MSB Link DAC which significantly improved the sound. Then got an EVS Millennium DAC and I got my first dose of what true transparency is all about. Right up there with preamps in importance to overall system. Rating: 9

Amp: Although obviously very important, I've found smaller relative differences in amps(at around the same price point) than the above components. That said, a chain is only as strong as its weakest link, and if the amp is weak or doesn't synergize with the rest of your system it will hold you back. I upgraded from an NAD amp to a McCormack DNA-0.5 Rev. A and it really helped bring my system together. Rating: 8

Interconnects: Differences were immediately obvious between similarly priced interconnects, especially silver vs. copper. Like preamps, I think since they operate on small signals that then get amplified, any impact gets magnified too. I chose DH Labs BL-1 Series II. Rating: 8

Speaker cables: Here's where the brutal part of my honesty comes in. I've been living with some of the original Monster Cable with bare ends(single run) for over 20 years and have been hot to replace them. Problem is, every time I try something I can't hear any damn difference. I've tried cables up to $1000/8ft. and even bi-wired, and still no appreciable difference, but I'm sure they do make a difference so I'll keep trying. For now I'd have to say this is the last component I would focus on in my system. Rating: 2

As you can tell from my equipment my system is more toward the revealing side than the warm/lush side, which makes it even more puzzling to me that I don't hear significant differences with speaker cables. Just shows that everyone's system is different, and changes in individual components will affect each system in a unique way. Bottom line: there are no short cuts around trial and error to optimizing a system--but the art of discovery is part of the fun of this hobby anyway, right?

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Once apon a time, in a world since forgotten, I lent a power amp to my brother. His stuff at the time was nothing much to talk about, but his little int. amp had clips to separate the pre and power. The amp we inserted was nothing to get worked up about either, but it was much more powerful.
My brother was, in a word, underwhelmed. Where was the huge improvement, the next great level of musical satisfaction? Sure it could play a little louder, but whats the big deal?
The lesson did not reveal itself until months later, when I had to take the amp back. It wasnt long before he called to tell me that he NEEDED to upgrade his amp.
It was suddenly clear that the amp made a much bigger impact on his system than he had ever realized. He said that his system HAD sounded better, even at lower listening levels. The amp was gone and his music was missing something he had never been aware of.
That is when I learned how first impressions can be deceiving, and if you want to know if a change was for the better, you have to live with it for a while. And then live without it.
Dont it always seem to go...
I'm enjoying the posts, but I think most everyone has gotten off topic. In typical audiophile form, folks are telling stories about how THEY can tell the difference in upgrades, how they appreciate subtle changes, etc. Can’t people get off the golden-ear high horse and expose a past disappointment after dropping some cash?

I was asking for postings from those of you that have added something, heard no difference, but wished you did. Those who are above this need not post condescending messages. I'm not claiming that this phenomenon happens to everyone, but I was hoping to hear from those honest folks who have experienced this.

Analogy: you buy a very expensive bottle of highly regarded wine from a great vintage. The reviews have given the bottle scores of 99 points. You open it up and you don’t like it, but you search for characteristics in it that make it great.