What does what?

I read with interest on a previous post about how 3 different types of speakers sounded completely different. Undoubtly true but led me back thinking to what does what in your system. Quite complicated I would have thought especially with all those boxes,cables,power cords etc . I know this posting may make me sound like a dafty as we say here in Scotland but I'll continue. I would have thought the source component(CD player etc.) would have given the overall sound and that amplification/speakers would only reveal what is there. Only reality doesn't quite seem to back this up. A while back a friend brought round a Linn CD player to try in my system-it didn't sound too different from my DVD/anti-jitter/DAC set-up-we played around with all different combo's until we got completely confused-ok not a good idea. But to me the differences weren't anywhere near as dramatic as I would have thought. Also recently I bought new speakers-well impressed with soundstage and detail-I thought my system still lacked bass. I tried switching my pre-amp off the direct setting and edged up the bass and voila!Big improvement with no drawbacks-this didn't work when I tried it with my previous speakers. So does this mean that my system wasn't quite matched before? How much of a system is synergy? I would guess this type of confusion leads many of us to throw money in the wrong directions when upgrading. What does everybody think? How can you be sure what should be your next move? Instinct? Pricing of components? Ben