My system is tweakless and I am thinking about tweaking it a bit. I have Tekton Enro XL speakers, an esoteric k-03 cd/sacd player, a type 50 SET amp and direct heated triode preamp. What would you recommend that I do first considering that I don't want to break the bank at the beginning.
My first bits of advice are the same to everyone, and I don't get a dime for it. :) Get a dedicated 20 amp circuit for your audio system. Have them run 10 awg conduit.
Next, acoustically treating your room is always great too. GIK acoustics makes some nice looking and affordable products. Bass traps in the corners of your room, diffusers on the side wall first reflection points, and absorbers behind the speakers and your listening position. Good stuff.
Once you have that down, you are ready to start experimenting.
You may want to try some Stillpoints under your loudspeakers, and components. The Ultra Minis will work under your components, You will probably have to go with the Ultra SS under your speakers. Not cheap, but I have another customer who has Tekton Pendragons who absolutely loves the Stillpoints under his speakers. He struggled with the price a bit, but eventually decided they were worth it.
If that is too much, you may want to try the Bybee Quantum Signal Enhancers under your speaker cables, components and power cords. They are the most inexpensive, cost effective tweak I offer.
That should get you started on your journey. The next things you might want to consider are cables, and power conditioning. One thing at a time however.