It is possible to achieve great set sound for cheap. My friend has built amps that are great sounding. They have come up on audiogon for 500-600.
I started with a zen, then heard various diy set amps, some of which were very good.
But then by accident, my friend built a great amp, and with the formula almost every amp he built subsequently was great.
I posted about it a couple of years ago on audio asylum. The amps use a certain vintage transformer that for some reason gives a great sound.
For some reason, the price of these transformers has gone up a great deal on e-bay but i still think it is the only transformer I'm really interested in.