The Non-tweaker's Guide To Tweaks Sidebar
Sooner or later, even the most timid of tweakers will want to evaluate the effects of some new tweak. The Double Blind method is fraught with difficulties in this context even when done by researchers, so I don't recommend it for ordinary mortals. Even Single Blind has its practical difficulties in a home setting: you really don't want to have your spouse or Significant Other (not that spouses aren't significant) switching cables and whatnot while you're sitting, eyes closed, in your listening chair. The proper utilization of spouses and SOs is to have them listen after you've decided that the tweak has produced a significant improvement, so that s/he can say, "I don't know as much about this stuff as you do, but I think you're right; it sounds better this way." You should also avoid having audiophile friends help you make the decision: they're not as familiar with the sound of your system, may weigh various sonic attributes differently than you do, and, most important, you are the one who'll be listening to the system. If you're going to make mistakes (who doesn't?), at least make sure they're your own, not someone else's.
How, then, do you maximize the likelihood of a valid evaluation? The method I use is to listen to a short (ca 20-second) passage of music repeatedly, at least 10 times, until it is virtually engraved in my brain. I've found that this method allows me to detect quite small differences. Of course, whether a difference represents an improvement is another question, but at least this way I'm more aware of it. By the way, the music should not be something that you just love---a state of mind that often leads to overlooking imperfections, sonic and otherwise---and it should be of a type that exposes your system's weaknesses: eg, a tendency toward hardness or vagueness of imaging. The method works ideally with a CD player that has a remote; using it with an analog front end is difficult, unless you happen to have an ADC Accutrac turntable (in which case, condolences) or a Finial (in which case, wanna trade?).