I can give you a few tips on what you can do this year to make your system sound better and be more enjoyable to listen to. I'm laughing as I type this because you'll probably think I'm crazy when you see my list. That said, I do really recommend doing the following.
1. Stop reading equipment reviews. All of them. Period. You don't need them.
2. Be honest with yourself as to they type of music you are really going to listen to on your system. No sense in running around with a bunch of 10-20 audiophile recordings to test equipment and then go home play some poorly recorded heavy metal.
3. Never, under any circumstances, use cables, accessories or tubes to fix problems in your system. If it comes to that, you messed up and you need to fix the problem.
4. If you end up making a mistake and buy a piece of equipment that you don't like, go back and re read #3.
5. Don't fall into the same solution for every problem trap. Take this web site, for example. Any time someone has a problem, the same people always recommend the same fixes for every time. Room, room, room, cables, cables, cables. You get the idea. Maybe you did fix a brightness issue by covering up some glass in your listening room. Next time, though, it may be a metal tweeter or a preamp.
6. If there is one component in your system that you absolutely MUST get right, its the preamp. I guarantee that at least 90% of all audiophiles overlook the importance of a good preamp. In almost every problem system that I've heard, the preamp was at least partially responsible for the poor sound quality. Also, I understand that its very hard to convince people of this. Its truly a breakthrough product for most people. Once you get the right preamp everything gets easier.
7. This last one kind of ties in most of the other things I mention. Try to keep your component selection as neutral as possible. Buying a tube preamp to balance out a solid state amp or a soft phono cart to balance a harsh speaker, is extremely difficult to do. I can tell by reading your OP that this is your main issue. Every time you buy a component, it makes some changes right away that you like and you have a positive response. Over long term listening, new things pop up that you now have to deal with.
I'm not saying that any of this is easy, because its not. Most people will disagree with me on most of my ideas. I stand by them, though. If you can start out and honestly do what I recommend in #1 and keep #6 in mind, you will take a big step forward. It will put you back in control of your system.