Best Way to Approach System Building

I've recently been doing a lot of cable experimenting trying to find the right cables for my system. And a lot of system rethinking.

Honestly, I'm a little worn out.
1) The A/B'ing, how does interconnect A synergise with power cord B?
2) Should I upgrade my tubes?
3) Better outlets anyone?
And the list could go on and on.......

We all have these characteristics in common:
1) Want a satisfying experience when we listen.
2) Have limited time to spend on system building and this hobby. We do have families and jobs.
3) Have a certain amount of money we can devote to our systems.

I believe that given everyones audiophile budget the most musically satisfying system does exist for each person. It's seemingly impossible though to figure out where is the best place, i.e. components, cables, room treatment, conditioners and so on, to spend this money. Certainly this is what drives this hobby/obsession.

I would propose/opine that a rational way to go about it is to stick with one line of electronics and one line of cabling.

For instance Zu makes speakers and cables. BAT/Ayre make amps/pre's/cdp's. So, start there.

Any other opinions or experiences on how you handle this hobby would be appreciated.

Jack