How do I properly experiment to make sure I get good results

This is a hard one. The vast majority of mistakes I see from beginners to Phd's is thinking that "I'm doing it right" and / or "I know what I'm doing." The following addresses many conversations I've had and should be taken as general advice. In the spirit of Reddit:

Tips

 * get local friends. create reddit meetups.  start an audiophile club.
 * If a huge group of you ask a stereo salesman to move a lot of stuff around he'll be a lot less irritated than if each of you come in to do it individually.
 * You can use / test each others advice / opinions
 * You can listen to each others' stereos or borrow individual pieces
 * ask /r/audiophile how to test something even if you think you know how!
 * find recordings that are really great at showing the differences between stereos

You're doing it wrong!

 * if you're using test equipment instead of your ears. The equipment works fine.  You just don't know what to test or how to test it.
 * countless times on hydrogenaudio I'd hear "experts" with "Phd's" claim that they measured the difference between various speaker cables and found "no difference." To them I point out
 * Can I really hear the difference.
 * Does speaker cable matter? What speaker cable should I get?
 * If you're testing on any stereo where each individual piece didn't originally retail for around at least $1000 in the U.S. (there are exceptions to this)
 * If you're using non-stereo gear such as home theater or computer, then you're not necessarily testing a stereo are you?

Things that don't matter as much as people say they do

 * test equipment
 * see above
 * double blind ABX
 * this comes from the "blue and red make purple" category. True, our ability to compare things is SEVERELY affected by moods, feelings, and outside influences.  I think it's a lot easier to learn how to properly audition equipment then it is to carry around all necessary double blind ABX equipment... and ask the stereo owner to let you hook it up.