1)Mechanical tweaks. Some electronic tweaks, like upgraded DACs, may be a poor value, but not bad enough to be a waste. Shiny rocks, vibration damping on solid state amps, etc are prety much just fluff.
2)exotic cables. I don't care if the pope blessed them with holy water...they won't sound any better than a set of cables, made from Canare parts, which crimper aside, is pretty darn affordable.
3) high-end analog computer sound cards. Seriously, no matter how high-end it is, there is still the problem of signal contamination from the other components....keep it pure, keep it digital. The worst I ever saw was a motherboard, that had a vacuum tube soundcard built in it (what the f--->?)
4) Bose. Just knock it.