Education is the best upgrade
One of the best places I have found is here, expecially reading the history of Hi-Fi.
http://www.nutshellhifi.com/library/index.html
Without education you can't make educated decisions to upgrade as you won't know what improves or degrades the sound. It could also be worse and you'll have your wallet emptied by unscrupulous 'hi-fi' salemen.
I must note here however that the best Hi-Fi seems to be DIY these days - the cost of components, the care of assembly, the rigorous testing and discussion of circuit topologies is far greater than in any commercial place, partly because so many top experts are involved whereas you'll generally only have one at a commercial firm. For instance instead of reading the latest advert for Naim mains cable I can decide if I should use a comon cathode, SRPP, Mu follower or aikido VAS stage to name a few, and what type of capacitors and resistors I'd like to try.
In fact my next amp I build won't even have a volume pot as it will use beam deflection tubes to do that, eliminating even the best volume pot/contraption at a stroke, probably feeding into SRPP driver stages (as i like them).
Also with DIY the upgrades are far more numerous. For instance I use Russian PIO capacitors bypassed with Silver Mica for small values, and Electrolytics bypassed with PolyP for larger ones. Some DIYers have built PSUs entirely out of poly caps instead of electrolytics too - very nice, the field for improvement in endless.
Hell, with tube amps I can even swap and compare amplifying devices (known as tube rolling) - currently settled on an Amperex ECC88 input triode. In fact if I go to Tubecad.com I can buy kits of some extremely good designs that will rival commercial stuff at any level and price.
I understand not everyone is interested enough in the technology to actually build stuff, but by knowing what to look for, what affects the sound and what options for design there are you can be far more selective about what you do pick and choose...