Speakers were the hardest for me.
I maintain that all things being equal speakers are the least important link in the chain. Recently I determined that in my chain they were also the weakest link in the chain.
When I started looking for speakers I found that there is a lot more hype about speakers than there is about other gear. I narrowed my choices down to four: Wilson Watt/Puppies; Sony SS-M9ED; B&W Signature 30; and Kharma Ceramique 1.0.
It was very frustrating to have to make the decision since none of these are bad speakers, and all of them have very good aspects to them. And none of them are cheap!
Prior to this I did a little homework for each piece of gear and then bought something. It took me probably ten times longer to decide which speaker to buy. At this price I better be willing to keep them round for a long time, where with my electronics they were not as expensive.
I decided on the Kharma's but it took a long time, and I probably even lost some sleep over the decision. I hope they get here soon!