If this is your first audiophile device I would say the first thing to look at is the source files you're feeding it. If your source music is the typical iTunes re-mastered lossy then they will not have the same impact as well mastered lossless rips (even sampled to lossy) or high resolution music (typically mastered better). I keep hearing that there is little difference in SQ with the X5 and it really baffles me. I've pointed out before to help people relate - If you watch a low quality video stream or SD content on an HDTV or high resolution monitor the quality simply looks like crap (or it's viewed in a tiny window). The low quality video looks better on low quality displays. The X5 is a high resolution, highly resolving player. Feed it the proper food.
If you're headphones can't reproduce the sound quality you won't hear much of a difference. If your headphones are just too hard to drive then you need a more powerful portable amp. You can't expect miracles here.
If you're familiar with a certain sound signature from a player then listen to the new one for a week then go back to your old player. I would wager you're going to think there is a difference and that you'll find out which one is the less resolving and which one is glossing over and hiding details (good or bad depending on the source music quality).
It's all about the entire chain and knowing what you're getting in to. What's the point of putting racing slicks (X5) on a stock Honda Civic (rest if the chain)? You won't go faster, and it would actually perform worse. It's a link in a chain not a one device solution. Sorry about your wallet.
Edited for clarity
Edited by x RELIC x - 5/18/14 at 5:01pm