It sounds like your problem might be bright gear not revealing gear. A system can be very revealing and not be fatiguing.
I’d start with a pair of speakers that you really like. Then get an amp which pairs well with those speakers, and so on. This may cost more and take more time to put together your system, but it’s better than constant frustration.
If you live in an area with an audio dealer or dealers, it may be cheaper and easier in the long run to work with a dealer, buy new and get a system that really floats your boat. Buying new from a dealer does not guarantee that, though. If you go the dealer route, take your time, make sure you trust that he's got your listening enjoyment in mind and not just a sale. He should allow you to try the gear at home before the purchase