What, exactly, is a tweak? It's anything you do to a piece of audio gear to improve its performance. Many tweaks are simple and require no specific technical know-how. Others, far more complex, are best left to experienced technicians. In this article, I'll focus on simple, inexpensive tweaks that you can perform yourself with little or no risk to your equipment or your manufacturers' warranties.
High-end audio systems generally don't come as complete packages, so consumers must carefully select each component; some pieces of audio equipment are simply not compatible with others. For examples: a state-of-the-art, low-powered tube amplifier will not be able to drive an inefficient subwoofer to satisfyingly high levels; the best low-output moving-coil cartridge will never sound good through a preamplifier's moving-magnet phono stage, its sound lacking dynamics and being overlaid with noise; the best speaker cable in the world won't give you deep bass if your speakers aren't capable of producing it.
So think before you buy. Consult with your dealer, with knowledgeable friends, and devour the small print in magazines like Stereophile. No matter how wonderful any given piece of gear might be, its excellence will be for naught if it doesn't work effectively with the rest of your system.
When you open a new component's shipping carton, take out the manual as soon as you find it, and read the unpacking instructions, if any [unless, of course, the manual is at the bottom of the box---Ed.]. Always carefully unpack every piece of equipment, taking care not to damage the component or the packaging. You'll need the latter if you ever have to return the equipment for repairs or upgrades; it will also be useful if you ever plan to sell the component.
Check the condition of the equipment, and make sure all the parts (power cords, feet, tubes, etc.) are included. If the equipment is heavy, ask a friend to help.
If the component has fuses, note their values and buy spares---nothing is more frustrating than when your system dies because of a mere blown fuse.
Manufacturers understand their own products better than anyone else---they know how their gear should be set up, broken-in, and used to perform optimally. With few exceptions, they provide owners' manuals---read them! Make sure you put the right tube in the right socket, connect cables to the right places and in the sequence recommended, use the supplied feet and power cords, initially position speakers as suggested, etc. Always turn off or disconnect gear prior to installing new equipment, and lower the volume before you turn your equipment back on.
If setup or hookup seems too complex, let your dealer do it---especially with turntables, tonearms, and cartridges, but also with multiple amplifier taps, different preamp inputs and loading options, complex speaker terminals for bi-/tri-/quad-wiring and -amping, balanced and single-ended connection alternatives, various digital transport-to-processor connections, etc. Don't be afraid to ask for help---it's much easier (and cheaper) to ask someone to help you set up your equipment than to have to send your brand-new component back for repairs.