In high-end audio as in engineering, it's all a matter of managing tradeoffs. There are no perfect solutions.
I think when evaluating acceptable tradeoffs one must make a shortlist of inviolate parameters. For example, I am unwilling to sacrifice: dynamics, transparency, bass, soundstage, and listenability.
Which, by default, suggests I am willing to sacrifice: tonal balance, PRaT, noise, extended highs, and colorations.
Your list of must-haves and acceptable sacrifices is unlikely to be the same as mine.
I think what's important is twofold: an understanding that compromise is inevitable, and crafting a list of requirements.
The cost of your stereo system will be directly reflected by the balance between the two lists.
The longer your requirement list the more you'll need to spend to build the system you want.
Accepting the inevitability of tradeoffs and maintaining your list may be one of the most valuable tools you have available to you.
