It is all about referencing the sound from your music/system to something else.
- Listen to systems at audio shows
- Listen to systems at your dealer
- Buy equipment from the second hand market. Sell them if you don't like the sound.
- Read the magazines and the forums for tips and info.
- Learn from other audiophiles, but avoid mister/misses know it all. They are just insecure and want to be admired. There are personal tastes and opinions in audio. Everyone focusses on other parameters (tonal accuracy, spatiality, dynamics, lack of distortions, prat, etc...)
- Move your speakers around and play with the room acoustics.
- Produce music. Know how to record, mix and master yourself.
- Tweak, tweak tweak....little things matter.
- 1 step back, 2 steps forward is normal for an audiophile.
- Have reference recordings.
- Most important: enjoy your system & listen to a lot of good music.
- Keep reasonable. Don't get audio nervosa.
- Get old