Since it gets asked about SOOOOO often, Sean Olive's blog on the sighted vs. blind listening tests and the bias of the human brain!

http://seanolive.blogspot.com/2009/04/dishonesty-of-sighted-audio-product.html

One excerpt:

"The sighted tests produced a significant increase in preference ratings for the larger, more expensive loudspeakers G and D. (note: G and D were identical loudspeakers except with different cross-overs, voiced ostensibly for differences in German and Northern European tastes, respectively. The negligible perceptual differences between loudspeakers G and D found in this test resulted in the creation of a single loudspeaker SKU for all of Europe, and the demise of an engineer who specialized in the lost art of German speaker voicing)."


"Those who preach the myths of audio are ignorant of truth."