Cheap terminator for digital output with no soldering: Get a Radio Shack RCA to F-connector adapter. Get a Radio Shack 75 ohm coax terminator. Connect the terminator to the adapter and plug into the digital output. Cost about $3.00. Not as pretty as the film resistor and the Canare connector, but it works just fine.
Here's another cheap tweak that stunned me when I tried it. Make a couple more of the terminators above, and get a pair of RCA to phono adapters. We're into big money now at Rat Shack, perhaps as much as $10.00. Now, if you're using the DIO as a DAC, terminate the analog inputs. In my DIO, this completely opened up the sound. Bass went deep and tight, and detail appeared that I never even dreamed was there. Instrument separation improves greatly. This is not a subtle improvement; it makes the whole listening experience far more involving. I'd love to hear if other people find this as dramatic as I did.
Moving up in cost, Calrad makes a very nice RCA to 1/4" mono phone jack adapter. These let me use my MIT MI-330 interconnects with the DIO. They don't have built in attenuation. However, many preamps can handle the hot signal. Both my Grado RA-1 and Creek OBH-11se (as well as my Electrocompaniet Pre I) handle the hot signal just fine. YMMV here. I tried some 12 db attenuators from MCM Electronics. They worked, but degraded the sound. I'm pretty sure that Bolder Cables' implementation is much better, but I haven't heard them yet. I'm not planning on attenuating the DIO's output until I have a preamp that needs it.
Radio Shack also carries a Stancor 9 VAC 3400 ma power supply that does a much better job than the one that comes with the DIO. Must be ordered online (not carried in stores), cost is $27 + shipping. Wayne's power supply should far outperform this one, but I'm listing the cheap tweaks here
Chych mentioned removing the tube and grounding the chassis. Removing the tube makes the DIO sound better as a DAC, but funtionally disables its ability to do A to D. Grounding the unit can't hurt.
Some people at AA have commented about changing the digital input from 100 to 75 ohm. That's getting into warranty busting territory (I LIKE the three year warranty). There's also speculation that the 100 ohm input is part of the weird magic that makes the DIO work so well.
Just IMO, but I'd try some of the inexpensive tweaks before laying out serious money for upgrades. You'd be surprized at just how good this unit can sound with a minimal aftermarket investment.