The Most Cost Effective Tweak

What is the most cost effective upgrade or tweak? What yields the largest return on investment (ROI)? What if you could spend no money and no time and yield significant performance increases? Theoretically, that would result in an infinite ROI!

So how do you make that happen? Stop tweaking. What happens when you stop tweaking and messing with your audio system constantly is that you let everything burn in and settle down. Go read one of the many threads on this website that talks about how long it takes for components and cables to break in. The answers range from a few hours to several days. If you are suffering from constant upgrade-itis, you never let your audio system fully burn in. You’re robbing yourself of free, infinite ROI. And you never truly hear what your system is capable of. I’m not saying don’t upgrade your system. That’s a lot of the fun. Just give it some time and let your system burn in and open up. Reassess where you are at and where you want to go next.

Due to reasons I won’t go into depth on right now (mainly power issues), I am temporarily using a relatively cheap, high power, class D amp. I wasn’t thrilled with this setup and wasn’t sure if I could even call it’s sound signature high end. Due to a busy schedule, I have not had time to upgrade anything or even pursue simple tweaks. As a result of that, I have witnessed how the amp and my system have burned-in/settled down - whatever you want to call it. The sound was initially on the thin side and had harsh treble. Now the soundstage has become huge and the sound has become very smooth - smoother than I thought class D was capable of - especially from a class D amp that isn’t really something to write home about.

My point is that I realized significant performance increases by doing literally nothing. And now that I am hearing what I believe is the true sound of my system, my next tweak or upgrade will be more effective because I can clearly recognize where the weaknesses are at instead of making judgements while things are still burning in, which is often the case with upgrade-itis.
I'd say room acoustics.

You may just have spent thousands on your equipment, and then, if you'd measure room acoustics, you'll probably discover the frequency response wobbles +/- 5 or even 10 dB.

Hang some curtains, place some acoustic absorber panels, lay a carpet, place or move some furniture, and experiment with speaker placement ... it can do wonders.
MC re warmup:

The real magic only kicks in after about 2 hours playing music. 

Totally agree but warmup has to be at least as loud as normal listening levels.

Re burn in:
I found that the first 3-4 hours out of the box hints at what it will be like when fully burned in. If no smile, then the new thing is probably not a great upgrade. 

Next, usually 200-250 playing hours of misery, with occasional highs.  After that it's listenable, but it needs at least 5-600 hours for all the glory. 

My 2 c
Best wishes

On cheater plugs and safety it occurs to me that the sound system could be separately earthed.  Take the live and neutral directly off the first board but add a new earth connected to a separate long pin hammered into the ground.  Too late for me.  I set up separate wiring six years ago during a house renovation and didn't think of this.  Will be invasive to change now.
I have tried a bunch of tweaks, the latest.                                                Jupiter-Mundorf Ultra - Loudspeaker purifiers,
you just connect to your Loudspeaker terminals. For the tweeter 
or whatever Jack is open  and they filter all noise that rides in the upper frequencies upstream from other components ,using the excellent Jupiter-copper foil capacitor, and worlds only Copperfoil 
resistor, theNew Mundorf Ultra with little heat sink ,,at first not much difference but just got better and better especially once you got to around 100. Hours .my whole top end has more depth and focus even into parts of the-lower  treble for $375 a substantial new product ,this was the final prototype ,since i bought   earlier clarifiers from Audioman58  I was one of a dozen testers, well worth the small investment in my modest system.