For suggestion and headphones:
If one wants to get at the bottom of this issue, we need something along the lines of a real study, with real controls. Among the considerations:
1. Compare several types of headphones, new and broken in.
2. Use a top-quality, high-resolution system or setup.
3. Try to obtain two types in data or feedback: the reactions of listeners, and hard measurements (if possible).
4. Double-blind measurements would be ideal, as would comparisons using appropriate statistical tests.
There's nothing to fear with a good study done skillfully. The problem is, a satisfactory study is going to be expensive. Moreover, one should expect a response from a similar experimenter who wants to cross-validate the study. In short, anyone expecting instant validation is in for a rude awakening.
I also agree with Hirsch with his comment: "placebo" is a loose, generic term which would best be served by "expectancy." Inaccurate use of terms only complicates issues.
Frankly, I have enough experience with this kind of experimentation to predict the results. To get significant results, one needs results that are accurate to the <.05 level. A lot of listeners may not have the ability to discern fine differences in sound between headphones, or may personally feel they're insignificant by their own personal standards.