At a HiFi show I attended a while ago, a company was carrying out a demo of their speaker cables against much more expensive cables from another manufacturer.
I thought I noticed an improvement as we moved from the cheapest to the next step up cable and there were others who thought that there was an improvement with every swap and this particular company's cable was consistantly better than the competition costing 3-4 times the price.
I thought perhaps the "improvements" were due to me getting more familiar with the music, which I had never heard before. So I asked the organiser to revert back to cheaper cables and he did rather reluctantly, and although one chap in the room claimed the sould quality had deteriorated, I wasn't able to detect it.
So, did I imagine the first improvement or the last non-improvement?