This is a very simple mod, that in my opinion has a great diference in sustain, clarity and high frequency response on an american strat guitar.
Usualy they come with cast, block saddles like the ones bellow:
Afther replacing them with vintage style, bent stainless steel saddles, I tested with the same (old) strings, and have to say it was very diferent tonewise. Almost like as if I replaced with fresh strings. In fact block saddles tend to dull out the sound.. So I have to say that it is not a myth that quality vintage saddles sound better than modern block type. Also another simple trick I use, is to remove the cover of the back cavity, I realised it also dappens the sound a bit. Replacing the tremolo block may also help with sustain, has I noticed the original apears to be lame on design and material quality...It is a shame that this kind of attention was lost down the production line...
Here is a picture with the vintage saddles insataled.