Check this site and see how many really cool ones you can find:www.AudioTweaks.com
Have you seen people put "special cones" on top of their speakers?
How about cleaning your turntable's tone arm to improve transient timing ("speed")?
Ever seen anyone spend $100,000 on "interconnects" for a single room?
I'm just waiting for one of these guys to tweak themselves to death. I can see the newspaper headlines now:
"Local man dies from electric shock while attempting to apply shark liver oil to the high voltage transformer at the local power substation. Neighbors reported the man complaining that he had done all he could to improve power in his home, and that he was frustrated in attempts to convince the local authorities that the power company needed to modify their equipment, or in his words, to apply his tweak."