What is the most difficult component to upgrade

For me, it is the speakers. I've tried twice and kept my old ones that cost about 1/2 to 1/3 of the price of the ones I tried to demo at home as an upgrade.
I think it is a case of, I've done such a good job integrating and tuning/tweeking my system, that a speaker change throws it all out of wack.
Based solely on price point my speakers should be the weak link, but they have no weaknesses that could have been revealed by the better electronics.

Strictly speaking I think the room is the most difficult. The present state of affairs makes finding a digital source to be most challanging.

At least with a preamp, there are ways of acertaining just what it is doing in your system, if you can directly plug one of your sources into your power amp (don't try this before you have an idea how loud any particular recording will play in your system without attenuation, or unless your CD playback is equipped with its own volume control).

The most difficult thing to know what to do about when it comes to upgrading is cartridges, in my experience. There is almost never a good way to comparitively audition these - or often even any way to audition them at all. You're usually at the mercy of recommendations and reviews.

The preamp is a puzzler all right... why the heck should it make so much difference? After all, it basically just does switching and a little bit of amplification, as well as volume control. And then there's balance and... OK there's a lot to get right after all. My own preamp's manufacturer ONLY does preamps ( Klyne ). So the puzzler is which one to get, there are a whole lot to choose from and only a few are really great.

But IMHO the hardest thing to upgrade is a source component because ( as UHF pointed out to me when I asked them for help ) money spent here will not improve music through the whole rest of the system--just music played through that source. In fact a big upgrade to one source can even have negative effects : it can spoil listening to the others, as I found out when I upgraded my turntable.

And I think Zaikesman is dead right : who can audition cartridges before buying, these days?

The preamp is a puzzler all right... why the heck should it make so much difference? After all, it basically just does switching and a little bit of amplification, as well as volume control. And then there's balance and... OK there's a lot to get right after all. My own preamp's manufacturer ONLY does preamps ( Klyne ). So the puzzler is which one to get, there are a whole lot to choose from and only a few are really great.

But IMHO the hardest thing to upgrade is a source component because ( as UHF pointed out to me when I asked them for help ) money spent here will not improve music through the whole rest of the system--just music played through that source. In fact a big upgrade to one source can even have negative effects : it can spoil listening to the others, as I found out when I upgraded my turntable.

And I think Zaikesman is dead right : who can audition cartridges before buying, these days?