Has anyone made the jump to $uper High end and were disappointed?

I think there is indeed a point of zero marginal returns, and that point is lower than many here are willing to accept. The only component that really makes a big impact on the sound and is also expensive is the speakers (and their interaction with the room). I am not the only one who will argue that Quad electrostats are the best money can by, although probably best extended with a pair of good subwoofers and room equalization (the room is the elephant in the room). Alternatively, and particularly if you need more dynamics in a large room, the Harbeth M40.2 is in that same league. Both are also highly regarded by professionals.
Contrary to what many here believe there is no evidence that ultra expensive electronics have anything to add (let alone cables). Even very affordable amplifiers have a S/N ratio, distortion and flat frequency response that is demonstrably better than human hearing acuity. In fact, quite a few boutique electronics may be expensive but measure a lot worse than affordable mainstream products (see the sometimes horrifying measurements in Stereophile of exotically priced gear). And if you do not want to believe measurements, there is also the listening test, if done properly, with carefully matched levels (within 0.2 dB and hence with amp output measured with a good Volt meter, instant switchover, and double blind). Proper methodology is crucial here, because expectation bias can all to easily creep into casual observations, however well intended. Such tests too demonstrate the folly of spending big money on electronics.
I know this site thrives on the restless illusion that somehow magic improvements are possible and require constant upgrading, but the sciences to understand this are psychology and busines economics (how do I persuade unsuspecting consumers in a market of monopolistic competition between homogeneous goods), and not physics.

Well said willemj! I agree entirely with your comments, I am sure there are a lot of people who do not. It will be interesting to hear from the folks who buy high end (read, ridiculously expensive) cables, power conditioners and similar tweaks. However, each to their own, whatever makes you happy.

No regrets. 90% of my expense is the speakers. I agree that even entry level electronics is quite good. My setup sounds great with a mere iPhone plugged in.

As far as speakers, mine are most alike to Quad but with rock and roll dynamics. Designed with the Quad in mind or as a reference.

Harbeth are really nice in the mids too (one of my favourite mid ranges) but they don't quite hang together at high levels and the thin walled cabinets tend to have some resonances in the lower frequencies.

The crux of the matter will be if they are willing to submit their casual observations to the rigours of scientific methodology. I do not doubt that they genuinely believe that they hear the differences that they hear. The question is whether they can make this stick under controlled conditions. I once did submit myself to such a test, believing I would be able to distinguish between some quality but not exotic amplifiers. Just like everybody else, I could not. There have been many such tests, and they all produced the same result. It is a sobering thought, but also a cheerful one: good quality audio is affordable for many. Socially and culturally we can only rejoice in that.
The only expensive component is the speakers, and the reason is not hard to fathom: they operate on the interface between the electrical and the mechanical, and that is far more complex than designing a straight wire with gain. Just look at the measurements for distortion and frequency response and compare those with the same measurements for electronics.
Moreover, even good speakers have to play in imperfect rooms. So compare their response in an anechoic chamber or the open air, with their in room response, and you can see that you have your job cut out.