Grandpoobah, I have never owned a CAT, except those with furs of course, so take my remarks as being general:
If you like big and spacious soundstages, do not load, just leave it at 47k ohms. Loading makes a big difference in sound presentation, its a matter of taste. I personally through the years have always gone back to 47k!
Tubedampers: Are worth your trouble mostly, because the soundwaves in your listening room (especially bass) tend to cause microphonics in your tubes, which in a high resolution system is quite audible. There are lots of different kinds on the marktet. Take those which do their jobs, without letting the tubes run too hot, by blanketing the air flow around them, because that causes premature aging.
Wires: Do make a difference , cannot give you any specific ideas there. Generally the XLO, NORDOST, PURIST topliners do very well with tubes. (Inanely expensive)
NOS: Are a matter of taste. If applied judicously, they are a tremendeous improvement. They are rare, they are expensive and there is a lot of fraud. Again, you should hope for CAT owners picking up this thread and try to find a supplier you can trust.
Grounding: This question can safely be generalised. Audibly, there is a subtle and an unsubtle part to it:
The latter first: If you happen to hear a low humming noise, something is wrong with your grounding scheme. Often enough just running a simple wire between you turntable and the grounding post of your preamp will solve this problem.
The subtle part is in the listening: Often it will make a difference in sound stage presentation, coherence, resolution, if you "float" or "starground" your system as a whole or just use the normal gound, as provided by your house wiring. Its a matter of experiment. You will find lots of comments on these topics and other tweaks on the net.
Sorry if I should sound patronizing, I don't mean to, but I would not worry too much about these topics at first, I would just lean back and enjoy...and , yes, welcome to the fold!!