Finding your own are tricky, perhaps more than you can afford. Budget gear is generally very good, but you can identify characteristic flaws for each category. Speakers are almost always the weakest link. Spend most of the budget here. Now, let the list commence.
Components simply perform better when provided with cleaner power.
The improvements are measurable, and, depending on the state of the power beforehand, and the equipment you're using it on, audible as well. I don't see any mystery here, either. The case when it comes to resistors isn't quite so clear cut. The problems start to happen when you're putting a lot of them in the signal path - in early experimentation, I put about 10 or so per channel in the signal path, and the extra brightness in the sound was obvious from the first note. Not as much as you'd think, apparently.