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

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.

I agree with several suggestions here including cleaning your ears. I suspect that most here are male and older and thus already losing high frequency hearing.   Ear wax build-up definitely makes this worse.

I also recently tightened the drivers in their mounts and was surprised how loose they had become although the effect on sound was not very obvious.

A number of persons whose opinions I respect have praise cyro treatment of materials including Stax plastic headphone cases. However I am not clear on what effect this is supposed to have on the sound and what physical principle is involved.  I am guessing that it may have something to do with damping characteristics of the material, i.e. it changes the plastic so that it dampens the vibrations going into the surrounding material from the drivers.  Grado claims to have a proprietary polycarbonate for its headphone cases which does this and enhances dynamics and attack and it may be something along this line.

My own take comes from making  fair number of tests of the use of sorbothane on headphones (mostly Stax) and speakers. This work is covered in my postings over a couple of years here https://www.head-fi.org/threads/damping-mechanical-energy-distortion-of-stax-and-other-phones-with-s...

Essentially I am finding that extensive damping, in my case with dense (70 duro), smallish sized pieces, properly glued to surfaces and backed with layers of, in my case, electrical tape to provide "constrained damping" has a massive effect on sound quality, in terms of detail, clarity, dynamics, and with phones stereo separation.

There are several companies working on this problem. Sennheisser has been adding polymer materials as damping for years in their TOL dynamics and I would imagine also  in their electrostatic and noting it in their adds although it seems not to be noticed by the fans of their phones. I am confident that we will see a lot more of this in the future.

The costs of damping phones is generally only a dollar or two (although my glue is quite expensive) .  For speakers you might use $50 or more of sorb.