I haven't bought anything without an extended home demo for years, except speakers - getting speakers set up which weigh 300lb each isn't easily arranged.
When I first compared cables I used a Spectral SDR2000 Dac, DMC20 preamp and DMA180 power amp into Sonus Faber Extrema speakers.
The second time I used a Goldmund Mimesis 22/ Mimesis 20/ Mimesis 29.4 monoblocks, for speaker cables only.
Both these evaluations at home.
When I chose my current speakers otoh I travelled all over the place for a couple of years. By then I was using Apogee Divas and was keen to hear the original Wilson Audio WAMM and the dealer I had bought my Goldmund Reference turntable from was the French importer for so I went to Paris to listen to them.
He also had Goldmund Apologues and Analogues which I felt had a much more realistic instrumental timbre and looked much nicer.
To cut a long story short my final audition was between the Goldmund Epilog and the Bowers and Wilkins Nautilus. I chose the Epilogs even though I loved the styling of the Nautilus and have been contentedly listening to them ever since.
I used to make recordings (of classical music) too, so have several original master recordings of my own I can play.
Things I can certainly hear differences between:-
Microphones
Microphone position.
Tape recorders.
Pickup cartridges - I use an Ortofon A90 mostly but like the Decca super gold a lot - more fun than accurate...
Pickup arms
Record decks
Record deck supports, and where they are located.
Speakers.
Power amplifiers.
Things I have tested carefully and did not discern a difference on the type of music I listen to:-
Interconnects, except the ones like Goldmund and MIT with filters in.
Speaker cables - ditto
DACs, I compared a Linn Klimax, Resolution Audio Cantata, Weiss DAC202 and Metric Halo recorder. I thought there may have been a tiny bit more detail on the sound of the pianist pressing the pedals with the Cantata on one piano recording, but minimal and I am sure blind I wouldn't consistently get it right - so for me a requestably good approximation to no difference.
Things I haven't carefully tested but a quick check showed no difference:-
Preamps - I changed the Spectral DMC 20 which I loved for the Goldmund Mimesis 22 because it stacked nicely despite not hearing a difference.
I am a believer in simple recording and for me it is a fact that the recording quality makes a much bigger difference to sound quality than any change in properly engineered hifi equipment, and it is an obvious difference.
I am a music lover, had a good system for at least 5 years before I got my first car and have actually never owned a car costing as much as my hifi, ever. I own a Ferrari I bought new.
My conclusions after over 50 years as a music lover and engineer.