I have noticed differences with players sound characteristics when sending digital data, however I've found those differences to be more subtle than some reviews would lead you to believe, certainly no where near as variable as onboard blu-ray sound decoding. In that respect I don't think I'd buy a 4 figure blu-ray player whereas I would buy a good quality CD player for example.
With regard to vision, I've used 3 different HDMI AV amps for video switching and all of them, even if only passing through the video picture, add some sort of picture degradation which you don't get if you connect direct to the TV.