Building these things is like a lot of other things- that last 1% improvement is the hardest to achieve.
Last I knew, Roush was regularly spending 100k to add 1hp to their FR09 engine... probably more now. I'm not even sure they still run the FR09...
When I built my phono preamp, I was extremely careful with power and signal lines. Power only crosses signal at 90 degrees, and even so, it is kept as far away as possible. Signal lines (solid tin plated copper) "float" well above the DC power supplied to each board, which is also litz braided (tin plated stranded) and kept against the bottom of the chassis. The DC power supply filter is in the main case with the amp boards, but is as far away as physically possible, and contained in a steel box, which is grounded. The actual (switching) power supply is in an external enclosure, with an incoming AC filter before the PS. The filter, and being external, are both ideas "unnecessary" to achieve incredibly low noise from the design. But, I did it anyway, because I felt it was the best I could do. I also added damping material to the enclosure to make sure the case itself did not resonate.
It took longer, costed more, and I had to redress wires several times to get it "right", but now I can run all the gain I want (There is a 10dB boost switch on the front panel) with no added noise.
So, bottom line, it's worth it.