I had a similar problem which drove me nearly to selling my amps (Bryston) & speakers (PMC) and starting over with a completely different combination. Expensive interconnects and power cords wrought no worthwhile improvements, though I didn't go as far as what would have been the biggest outlay of all, namely a complete new set of (non-returnable) speaker cables. Eventually, though, I did find a remedy.
Assuming your speakers have separate terminals just for their tweeters, the cheapest solution by far is to insert a pair of 10w fixed value cement resistors in series. Finding the correct impedance value is a matter of trial and error. I started with something like 0.2 ohms (way too low) and, pair by pair, worked my way up from there until I found just the right value. Too high a value robs the sound of top end air, openness and sparkle but, after a few months, I finally settled on 1.5 ohms (which took a bit of finding) and haven't looked back.
I did try a pair of variable resistors that I had knocking about but they were very cheap ones, of commensurately low quality and definitely had a negative effect on transparency. Not being in the trade, I just couldn't seem to find a pair of high quality variable resistors, so I abandoned that path and stuck with fixed value ones.
The right impedance value for your system and your tastes will, of course, be personal to you but, given that a pair of 10w cement resistors costs just a couple of pounds (or dollars), the expense is minimal and the experimentation process, with each new pair getting you a step closer to the result you want, is quite enjoyable.