My biggest surprise came about 30 years ago when shopping for an amplifier. I had recently purchased a turntable, the low end Thorens TD146, based on specs and appreciation for its appearance and end-of-side lift/shut-off feature. While shopping for an amp, one dealer had me audition an LP12 with Basik Plus arm and Basik cartridge. It completely changed my expectations for what was possible in record playback. The dealer was also patient and accommodating over several listening sessions, including a willingness to mount up a few different cartridges on my Thorens, anything he had in stock that I wanted to hear, to compare to the Linn. The dealer knew that I wasn't in a financial position to immediately walk out the door with another turntable, but about 6-10 months later I ended up with the Linn 'table along with the original Naim Nait integrated. Even with some less-than-$100-a-pair Jensen bookshelf speakers borrowed from my older brother (who also bought the TD146 from me), music was incredibly involving and satisfying.
Three decades later, I remain convinced that cheap transducers (cartridge and speakers) well controlled by a good quality turntable and amplifier is the most cost-effective route to a musically compelling hifi system. I'm also surprised at how good the performance can be these days even at the lower end of a manufacturer's line. A system based around a Rega RP3 turntable and Brio-R amp, while far from cutting edge, could keep me spinning records far into the night every night of the week.