Generally I do believe that if it takes a blind test, or if there's ground to use the word placebo in connection with a tweak, a new cable or whatever, it's not worth it.
The "smallest" tweak I have performed that I could still hear, and that I have kept, was a change in interconnect cables and the adding Nano Pads under the equipment - that is, these were the hardest tweaks to establish as actual improvements. Every other tweak or change that has been introduced to my system was clearly audible, even the change in speaker cables.
An exception was the adding weight to the speakers, which I couldn't really hear, but I kept them there anyway because I believe it sounds like a sound thing to do.