thomas, 
Do the audio ABX test!
This web page lets you switch between lossy and lossless audio compression while playing the same song. No delays, no clicks.
You listen to two samples, A and B and need to decide if X == A or X == B.
I hooked up my laptop to my AV receiver / Hifi via HDMI and I had no chance to even hear a difference between A and B.
I'm curious if you can tell the difference on your audio setups?