All these different DACs, amps, cables, transports... whatever. After a certain price point, the difference between them is so small, that how you wear the headphone is a lot more important to how your ears perceive the sound.
I can ABX all day between my different gears. But in the end, what matters the most is how I wear the HD800 on my head. At one point, a certain frequency really caused ear-splitting pain for me. All I did was moving the headset 1cm from where they were, viola problem gone.
Maybe it's the shape of my head, maybe it's my ear canals, maybe it's my hair. The point is, if I want to ABX properly on my HD800, I have to use a mirror, and watch the position of the headphones relative to my facial features and jawline. Otherwise, as soon as I take the headphones off, it will be a complete different story the next time I put them on.
As of now, I'm packaging up all my gears, selling most of them, giving the rest to my brother. I only need one headphone, one amp, one DAC, and one set of cables. If I crave for a different sound, all I need to do is slightly adjust the position of the HD800 on my head.
At least now I can say that I no longer feel sorry for my wallet.
p.s. this effect is most prominent with the HD800 out of all my headphones. It's no surprise since the HD800 is by far the biggest headphone that I own.