This was an Aerospace engineer as he liked to call himself, he was an electrical engineer for a local defense contractor that makes rocket and propulsion systems for weapons. He wouldn't put more than $150 into interconnects in his $40k system because he had measured the "differences" between lamp cord and interconnects and couldn't measure any difference....I'm thinking okay, here we go.
I was a dealer for Meadowlark and this guy came to me wanting $12k speakers even though he had very respectable ones that cost almost ten grand. My position was that if he wasn't happy with the speakers he had he had other issues like wire, and here was where he was off to the races about how he was an electrical engineer and wire doesn't make a bit of difference. We ended up where he was challenging me to prove wire makes a difference, so I said we'd do it in his system. He had several audiophile friends who were going to be there for extra ears to evaluate differences. Also I brought the speakers because I wanted to make the point that if we popped new speakers in his existing system it was not going to make the difference he was looking for. The first order of listening was to hook the speakers up and a/b compare them, yes they were better but not what I'd call profoundly. I also popped $1500 power cords on his existing system knowing it would make some difference, but not to the degree of being worth $3000. He of course was crowing about how he was right about power cords, I said yeah wait until we have your system right then we'll see.
Going back to his speakers and listening to wire we started with my favorite interconnect position, which is the source to preamp, and I had an $800 one that outperformed all the usual suspect's flagship models costing thousands more, it was neutral yet as transparent as anything on the market. In spite of the difference being truly staggering he refused to acknowledge any difference. All the other guys and me were laughing and cutting jokes like perhaps he needed to spend a grand on a hearing aid before wasting any money on audio gear when he couldn't tell the difference anyway. He got really funny when he insisted on watching what I was changing because he thought I had to be doing something else to alter the results of switching the cable, this guy was seriously entertaining and had us laughing pretty much the whole time.
So after changing i/c's and going to a good bi-wire cable that was $1100 everyone was pretty blown away by the difference less than $2500 in cable made, and it was agreed that it was a way bigger difference than just upgrading speakers. I'm grinning like a cheshire cat and I say, now let's hear some power cords. The $1500 cords I was selling generally got comments to the effect that those cords on an amp made the biggest single difference customers had ever heard any one thing make That day made the point for four audiophiles that a change done in the wrong order makes almost no difference, but make it in the right order and it can be profound.
I always hate to hear of guys soured by listening experiences where they have heard little to no worthwhile change, it easily happens.