1. Trust only your own ears; ignore what other people say, and what scientific claims and/or reasoning is used. Mostly other people only mean well, but the only person having your ears is you. We all experience things differently, and we like different things as well. Besides, what does it matter if science can prove that a certain product is great, if I don't like it? Happens to me all the time.
2. Realize that there is no "best" component and there never will be, much the same as there are no "neutral" components. Might as well strike those two words from your hifi vocabulary!
3. Look at the entire system as an integrated whole, including cables, equipment support, power conditioning, room treatments and so on, and don't get caught up chasing isolated components. Hardware is indeed important, but peripherals even more so. Synergy is everything, and one piece of equipment is only as good as it is in your home, in your particular setup.
4. Make sure you listen to the music you like. There's no point in demoing gear with "hifi records" - most gear sounds fine with these. The real challenge is, will it play your favorite records, and will it play them to your liking? Most high end gear won't like less-than-perfect recordings, but they do exist!
5. Ignore all scientific babble and simply listen. And listen to the music, not the equipment.