Whats the deal with CD players?

I have a hard time telling the difference between CD players, even ones that are cheaply made vs. 'hi-end', or even CD's vs. DVD players. I couldn't even notice a big difference between tube and solid state outputs. When i get a player home i'll set up a double blind a/b test vs. my inexpensive dvd player and have yet to find a player that i could honestly say was a marked improvement. When i read reviews, both amateur and professional, people make it seem like it's night and day. And what do people mean by jitter? Amps and speakers to me can be night and day, but Cd players? I currently use a pair of dynaudio 1.8's and some H/K separates and I'll admit I skimp on cables and use those plastic ones that came with my vcr and dvd player, but despite that, shouldn't I be able to at least tell which player i'm listening to? I'd upgrade my cables, but I don't think cables are to blame. I know this post will piss a lot of people off, but honestly, what is it that you hear that can make you drop tons of cash on a cd player?