I’ve tried all three. It’s very similar to going up the chain with tubes. The Supreme is a significant jump in terms of dynamics and boldness over cheaper capacitors. On its own, it is already one of the best, though I do also like Auricap XO, Jupiter, V-Cap and Miflex. That said, the Supreme can be a bit harsh on the highs and tonally imbalanced on the mids (emphasis on the frequency extremes). When you upgrade to the SIO and then the SGO, the sonics become more increasingly natural and balanced in a more effortless way. The SGO is completely resolving without fatigue, and more balanced than the competing bloomier film caps like Jupiter or Miflex.
They take the cake as my favorite caps to replace if the unit can fit them. that said, the SIO and SGO in respect are much larger caps than the Supreme, so ensure there is enough room in the chassis.