Most useful tweaks that are sensible and really make a noticeable improvement

Noromance: In an urban setting, removing the cover of a preamp virtually guarantees you will be hearing ham radio instead of your music. That was my experience. 

The green Sound Improvement Disc makes a noticeable improvement in the sound from a CD,DVD, and Blu Ray disc . If you can try trimming said discs with a CD edge trimmer like the Audio Desk Systeme lathe you will hear another level of improvement  Not my opinion alone .
The edge trimmer also seems to slightly help video images , but not enough to make that a reason to buy one . They are over-priced new , IMO . Got mine used .

Most everything else has been mentioned here by others . I did build my own power cables using Oyaide Black Mamba 12 gauge for the equipment ( as short as possible) and Oyaide Tunami 10 gauge from the wall to the balanced AC power supply with gold plated copper connectors all around .

Speaker placement and first reflection points - of course.  Isolating the tube amp was huge for me.  Following many of the Jim Smith/Getting Better Sound recommendations also very helpful, for me the biggest was getting rid of the rack on the front wall - gobsmacked.  Makes sense though, that's the closest first reflection point in one dimension.  Got the Ghia speaker feet yesterday and can't wait to try them this weekend.  

Most surprising - the chair.  On another thread, I was tipped off by a certain pizeo-electric specialist that my prized Ikea Poang chair has very poor acoustic properties.  Trials proved he was right, I have a new chair ordered, but in the meantime, now I can actually feel the resonance vibrations in the chair pad when spls exceed 85-90 dBs, and this is not a good thing, for the SQ or anything else.

Oh, and speaker grills stay on for me.  

couldn't agree more with chi chi's comments. I can't tell you how many great -and very expensive - systems I've heard playing with bright lights on in the room.  Getting distracting lighting out of the way - and that includes any led's on my equipment, which I cover with duct tape -  allows my brain to focus solely on the sound.  I listen at night with the glow of the tubes from my monoblocks, the moonlight, and indirect candlelight and I'm I heaven. My system can "sound" twice as good but listen with harsh light on in the room and it's not worth 2 cents to me. Also agree with eliminating fridge noise.