One thing I've always found intriguing about this hobby is that no two systems can ever be the same-- and I'd bet large money on that. My system is totally unique and nobody can duplicate it with out also duplicating my room, its furnishings, and my sort of lousy local power supply. So to me, my system is an experiment of one.
So, in a way I may disagree with your basic premise, ie everytime I add something new or different , I will (or may) get a different sound/music character-- and I may like or dislike or be neutral about the change. Some of the changes can be fairly profound even though they are just considered a "tweak". My latest tweak was changing a silver plated outlet for a high purity copper FIM outlet for my amp. Well, the improvement was easily equal to the difference between a good $1000. amp and an outstanding $5000. amp. Yet this simple tweak only cost $70.
The cynics/skeptics out there would say "yeah just another high buck product to rip off us audiophiles". But if the FIM outlet were manufactured in mass quantity, price would drop dramatically. I paid for a unique product of very high quality, and it translated into a significant improvement in my music quality and my enjoyment. Cheers. Craig