What are/were the best sounding cheap components you have ever had?

Eminent Technology LFT 8 speakers. $750 a pair direct from manufacturer. They need big power so you’re gonna spend on the power amps.

Used Studer A80 two track quarter inch $2000. Back when analog tape recorders were being dumped. Prolly the price has gone up.

Around 10 years ago I bought my current Vincent SA 31MK hybrid tube preamp.  It has always been good especially when paired with the matching power amplifier the SP 331 MK. I went and bought it in a B stock sale, I was updating from my Rotel preamp in my second system .  I actually bought the SA 31 list $1399 for $699. When I got it home it was not the same as on the box. It looked slightly different and had a remote control. I thought at first is was simply a Mk 2 version however eventually I went to Vincent site and found out its a totally different amp.  The store was very local, less than 5 minutes drive. I went back and saw the young salesperson who seemed confused, however it could well have been embarrassment, he told be there were no B stock SA 31 MK's and  A stock was $1699. I said what should I do.  He went out the back, returned and  said it's the last one we are not a dealer anymore, it's easier for us if you keep it. Still got it.

Tekton Lore - $1080. Punches way way above its price. Pay extra for the grills if you don't like the looks. 

Van Alstine Vison SET 120 Power Amp. $1200. I haven't heard better at this price. 

Schiit Saga + Preamp. $400 If you like the sound of your power amp and don't want to change its sound, this pre is transparent and the build quality is better than $400.  

Aiyima A07 stereo amp  $85  I know, a communist product. But a big improvement over the NAD D3020 in my second system with regards to sound quality and power output. It's tiny and not much to look at. 

I have owned at least a hundred components.

That possibly might account for why you haven’t heard anything that’s both great and cheap. I’ve only been back in this game for a decade or so and have easily gone through twice as many products. Despite my frequent gear churning I still attempt to seek out high value products with a goal of synergy. It’s possible you just haven’t been fortunate enough to encounter them yet, or you did, but they didn’t play well with the rest of your system at the time. It’s my opinion that never before has there been a better time to be an audiophile on a budget.
 

And it’s worth mentioning what can be accomplished through DIY. It’s possible to DIY a $1500 speaker that competes with $15,000 speakers all day. That’s no exaggeration. Sure, it takes some leg work, probably more than the well-heeled want to devote, but it is indeed possible to achieve great sound on a modest budget. 
 

I don't like the word inexpensive either, I prefer inferior.

Purchased a Marantz 2235B receiver with Apollo speakers at Dow Sound in California 1970s. My friend purchased a Marantz 2275b and he thought my receiver sounded better even though it was less watts per channel.