Orpheus, my experience is very different.
I think many things 'matter' in audio (including all cables) but its up to any individual to decide how far he will go in pursuing such endeavour, as building a very good system is.
Also, level of enjoyment is not necessery conected to invested funds, everything is in 'the head' of the listener or observer...
What I ment, when I said 'If I could afford' is that price of buying big collection of jazz music on lp's is much higher than having an expensive system.
I've had some pricey gear ,for exmp.Burmester 001, 011, 956mk2 (in fact its cheaper in Europe than in US) and so on, but to buy 2000 records would cost me double of that, or even much more, because I bought my gear in second hand and that I would not do if I would buy records.
Aldo I listen music on cd's and on quite decent equipment, I still think that analog sound is just 'better', more 'natural', even when cost of the gear is much in favour of digital.