Have you "lied" to yourself?

It is time for the utmost honesty. How many of you have made a fairly costly upgrade/purchase and weren't able to hear any difference (even if you struggled, it wasn't very obvious), but convinced yourself the difference was there (to avoid feeling embarrassed/taken, or facing that you don't have "golden ears")?

There's no need to mention the brand/manufacturer, but do mention the type of component as it would be interesting to see whether this type of thing happens more often with preamps, amps, cables, or sources (I doubt it ever happens with speakers).

I'll start. I'm guilty of spending about $600 upgrading speaker my cables and couldn't hear much of a difference.