System building; a meditation

@baylinor- I think I follow suit in that each component is from a different manufacturer.
@bdp24- I learned to listen on the old Quad circa 1974, and though I eventually added ribbon tweeters (Decca, later, Sequerra) and a sub (Swedish as I recall, there weren’t as many in the pre-home theatre days), could not get it cohere. The midrange of the original Quad is unbeatable, but its limitations as an overall speaker are significant; my same 1974 pair (built I think in 1973) was restored and runs in a vintage system with a pair of restored Quad IIs using GEC KT 66s.
Oddly, despite my penchant for electrostatics (I had the Crosby- modded 63 next), I made the transition to horns or at least horn style with ease via the Avantgarde (which doesn’t use a compression driver and has a hybrid dynamic speaker bass module with plate amp-- not a "true" horn system in absolutist terms). But the midrange, direct wired to the Lamm ML2 is a thing of beauty. I supplement with 15 inch subs and DSP on a parallel system, and with the current crop of cartridges, have not had it better.
The Quad was and is quite forgiving, and will tolerate a certain amount of noise from associated components without flinching-stuff that the AvG SET system would show up as annoying.
If I have a point at all, it’s that it is not an unnatural transition- from stat to horn; the problem I foresee, if I go deep, is all the separate components that make up a true horn system combined with an intelligent selection of range and crossover units that don’t do violence to the signal.
My next journey is intended to explore antiquarian horns to see if multi-driver horns with SET and appropriate horn woofing sounds like real music to me. But that is my ’schtick," not necessary a path that I am urging anyone to follow.
I did write a piece about Quad and the original speaker shortly after the 60th anniversary; I think it is a speaker worth hearing, not only for how far we haven’t come in some ways, but how far we have. It’s a classic for what it does well- a seemingly transparent window on the sound from a distant perspective that is balanced if you sit in a fairly narrow sweet spot, will not play loud as in LOUD, but can convey dynamics effectively because it has a very dialed in immediacy within its range, loudness capabilities and scale. A double pair with all the associated paraphernalia would be much fun, though I have never done that.
There is always a "quest" in these stories, no?

@pauly- yes very broad, impossibly so perhaps. But it is the process that I'm inquiring about- I think @mikelavigne and @holmz both described the steps they went through. The question originally arose in my mind when thinking about the nature of what we share on these fora; questions about particular gear, and sometimes synergies between them, but is there any method to the process?
For me, it was gradual changes and evolving both gear and my own expectations of what could be achieved, but that spanned decades.
 I guess there are no shortcuts.
Perhaps, apart from room acoustics, placement, good clean power, much is preference. 
Mike's observation about colorations is interesting since I achieved my personal best performance levels with the Lamm ML2 and Koetsu stone bodies-- certainly not cheap, but both would probably fail Mike's neutrality test (not complaining, or criticizing Mike; to the contrary, this just underscores how much may be based on preference). I certainly don't tout my system as "colored" or euphonic, but I want both the clarity I get from tubes in the mids and that fully fleshed out sound that the Koetsu seems to deliver, neutrality be damned! 
Thanks to each of you for your input.

@audiosatisficer said: "First, I don’t think one can put budget constraints to one side. They are the very first consideration, for the overwhelming majority of us, in system building."
I agree that there are budget constraints even at astronomical numbers, leaving aside priorities within a gross budget.
It was the question of how you approach a system build, without regard to those constraints (which for some, may not be an issue) that was of interest to me.
Is there a process, a sort of framework to how one can approach a system "build," knowing that for the most part, we are relying on choices among commercial products. And that all that glitters....
Put another way, how does one put together an assemblage of what will prove to be enduring products which maximizes sonic outcomes?
I confess that it is an impossible question for me to answer based on some simple statement of maxims.