My experiences tell me that you can achieve synergy, or lose it, with just a single cable change on one component. Focusing just on my CD Player, changing one thing at a time and letting it settle for a couple of weeks each time, I lost much of my musical enjoyment with a change in power cable, a change in wall outlet (yes broken in), and a change of interconnect.
And that is just for my CDP.
In my cable quests, I have resisted the urge to change amp, speakers or CD Player. Instead I have focused on maximizing the sound and musical enjoyment of the equipment I have.
Chris