I went down and took a close look at all my equipment. All components were 3 dimensional, having a H, W and D. :-)
When my friends come to hear my system, comments I most often get refer to the holography of the soundstage. That soundstage, and dynamics are two aspects that I strive to maximize. For this I believe the room, and equipment placement within, to be critical. Not that I could argue that there is no difference between components in this regard. Differences that can't be measured exist. Due to the nature of the characteristic under measurement and the resolution of the measuring device.
Obviously, other aspects are also important. I enjoy a tight and articulate bass (quality over quantity), a smooth cohesive midrange, and a relaxed upper end (not over stated). To this end I focus on products that provide these things. To get the most of this within my budget I sacrifice the bottom end, believing I can't afford the bottom octave.