I'm a vinyl enthusiast and have been building a system for several years partially secondhand through Audiogon without a lot of listening comparison. Reviews, blogs, a budget and timing have led me to my current set-up.
I'm recently sharing my home with someone who doesn't like loud music! Consequently, I'm warming up to headphones. Probably my biggest surprise during this long attempt at audiophilia was how much simply a good set of cables could breath new life into the amplifier and speakers I bought when I as a teenager in the 80s. I still use that system now for casual CD listening and TV.