I have 107 cartridges, at least that many styli that I evaluate, compare, review, and enjoy. I have 17 TTs that I mount them in with varying arm masses and configurations.
My equipment is not expensive, and hardly high end by most standards in here.
But I can clearly hear all the subtle, nuanced, drastic differences in cartridges and styli. For set up of cartridges and styli, I listen through a $6 pair of MonoPrice headphones. They readily reveal VTF issues, alignment errors, tracking issues, distortions, and any other problems. I also make styli for several rare cartridges.
So, yes you absolutely CAN hear differences using inexpensive (consumer grade) TTs, receivers, amps, headphones, phono preamps, cables, interconnects. I do it and enjoy it every day.