Oak, Mike and the others who've suggested that you consider room treatments are right on target. This isn't as clear and simple as suggesting that some player or amp or wires will give you better sound, but it has the advantage of being factual. The quality of sound depends on the quality of the recording, the ability of the speakers to reproduce the recording with a minimum of coloration and the degree to which the listening room adds its own colorations.

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Enjoy the music, not the equipment.