Comments, anecdotes and impressions do not constitute evidence. Scientifically-sound controlled testing constitutes evidence, as demonstrated in the wealth of literature and published studies regarding this very topic (in which no differences could be observed).
This is especially the case given HRTFs, compensatory biological mechanisms related to our hearing, and the shortness of auditory memory. Don't forget that the overwhelming majority (i.e. nearly all) of the reviews/impressions/comments thrown around on these forums do not have the objects of comparison properly level-matched.
If there is actually a difference it can be confirmed through measurement and we will see the culprit as noise, distortion, or frequency response deviations from what is correct. Plenty of affordable mainstream electronics are capable of getting it correct in these measurements (i.e. flat FR, imperceptible noise/distortion), but it wouldn't surprise me if a piece of hi-fi gear deviated significantly to deliver that "sparkly high-end" or "lush mids."
Edited by 3X0 - 4/12/12 at 10:47am