System matching can be difficult...

I have found that sticking with one manufacturer can also cause problems, because you end up with a single vision: a 'sound' that the designers favor. This is especially true with english companies such as Linn and Naim, which tend to be pleasant and detailed, but ultimately dry and unemotional IMO. I think the the fun and challenge of audio is THINKING FOR YOURSELF and trying things until they work in your space. Every room is unique, so you cannot really know anything until you do a home audition. No matter how tight the hype might be, don trust anyone but yourself, ultimately. The ears know best.

System matching is hard but of course of primary importance for good sound.

The fact that it is not easy is probably one of the biggest reasons people continuously modify their systems.

Another reason is that it is fun to dabble and see what more is possible.

Another reason is that tweaks may be needed to get best results with the same system in different or new rooms/living accomodations.

Another is that peoples hearing and tastes change over the course of their lifetime.

The title of your post is perfect. I agree with Chashmal and Louis Armstrong: "If it sounds good, it is good."

Too many people listen to their systems instead of the music, and they are 2 different things. My own system is evolving, but since I live in a NYC apartment, combine home theater with 2 channel, and don't make a ton of money, everything is a compromise. I have my own idea of what sounds good, and therefore it is good. So although I'm upgrading like everyone else (cables now), I point my purchases in the direction of my idea, and enjoy what I have.