Bob, some good advice regarding the critical resistors and your findings. I will have to incorporate your suggestions into some modifications of my piccolo when it comes time. I notice partsconnexion is now selling the TI Z series nude foil resistors (available at the end of March). Suposedly these are the best of the best, as they should be at $16 a piece

I know there's a lot of talk about the variable resistance. The bottom line, yes it makes a difference, but setting your VTA correctly makes more of a difference. I find that anything close to what the cartridge wants is close enough. Don't go crazy with it.
Regarding this statement, I think this is highly dependent on what type of cartridge you are using. For example, on my Dynavector Karat 17D3 with its vey short diamond cantilever, I found that VTA had a moderate affect in my system (VPI Scout with Signature arm, Melody H2AS, modified Zu Druid MKIVs), whereas loading had a profound effect on the sound. I found that the loading intervals were spaced too far apart and so into the shop it went for a modification of resistor loading values... where it remains, as I am currently using a Cartridge Man Music Maker III, a MM cartridge, while my Karat is being repaired at SoundSmith (thanks to a careless housekeeper).
As for what floats the boat for resistors in the piccolo, I think there were good suggestions by the previous folks. However, IME, build it up and listen to it with your cartridge for awhile until you settle on the two values, high and low, which seem to work the best for the cartridge (and you!), Then, replace the loading resistors with a range encompassing those highs and lows to fine tune the ideal loading. At this time you could use really high end resistors... or you could wait until you find your favourite value and replace that with some really high end resistors like the TI nude foil Z series. This might be a better strategy as you can maximize your $$$. This method also allows for a progression of understanding regarding the subtle changes you are making. If you step too big too fast in DIY it is easy to lose your way. I have found that progressive steps leads to a better understanding of what changes matter most to your idea of musical perfection in each component. This knowledge will (hopefully) eventually lead to a musical system tailored to your tastes without spending a fortune. See Tubesforever's posts,as he has really put this philosophy in action.