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Bolt-on or neck through - what's the real difference?

No, that would be incorrect. The Epiphone Vintage Pro ( or '60s Thunderbird) is multi laminated neck through.
Here's one at Pops Music in Jackson TN. Looks like a bolt on to me. I figured this is why they're under $500.
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All other things being equal, you can count on a neck-through to have more sustain, particularly in the fundamental. I bolt-on will have less fundamental and stronger low-midrange. The set-neck sits between those two. Obviously there are examples of each which seem to defy this (my Conklin 7-string had tons of sustain and fundamental as a bolt-on) due to quality of woods and quality of neck joint. Stiffness and mass are two different factors that can either work together or defeat each other.

John
 
Upright basses have attached necks and have done well for centuries. One could say it comes down to the quality of the joinery. All my bolt ons play just fine. My Ric 4001 and neck through "Tune" 5 have no advantage that I can detect.
And it’s very common for old uprights to have multiple repairs that are much more complicated than fixing a Gibson headstock break.
 
Beat me to it!

Somewhat anecdotal but I have a '64 Thunderbird (neck through) and '64 Embassy Deluxe (same pickups, scale, mahogany, etc but set neck) and while they sound related, they do sound different. As with so many things what's 'better' is subjective and, as with a lot of pickups, preamps, hi-mass vs bent plate bridges, et al, it's more lateral changes/choices than "upgrades". I really notice on the t-bird that the upper register has a stronger character - really, the notes above the 12th fret carry the same sort of weight as those at the bottom register. The best sounding upper register of any bass I have (of course, the access is limited by it being a t-bird but that's another subject...)

I have a '64 Thunderbird II as well, it is a glorious bass - even with a repaired headstock it plays and sounds like no other. :)
 
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We run our basses through hot, hotter and Sun-surface-hot pickups, pedalboards packed with preamps, effects, fuzzes, distorsions, overdrives, compressors, delays, reverbs and God knows whats, and we talk about sustain, tone woods and so on. Come on... ;)
 
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Do you mean aesthetics? Because there's no significant ergonomic difference between bolt-on and neck-through.
Maybe to some it doesn't matter much. It's easier to reach the higher frets with a ntb guitar, compared a more "conventional" model with a bolt on neck and a heel like a brick.

Of course these days there are bolt on guitars that have a better design. On bass you're less likely to go high up on the fretboard as frequently as a guitarist, but it's still nice to be able to play arpeggios without that chunky heel in the way.

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Do you mean aesthetics? Because there's no significant ergonomic difference between bolt-on and neck-through.

To me it's all about ergonomics
I enjoyed many neck thru basses over the years ... The design puts them in my opinion tight against the body making it feel an extension of your arms
However in my very scientific experiments ... I have found neck thru basses to be more fussy in the neck relief area , more prone to climate changes etc ...
Plus I dig old fashion Precision basses ...
So to get the best of both worlds
I put very deep belly cuts in them !
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My first bass was neck through - a 4001 Rick. My second bass was bolt on - an 80's aluminum necked Kramer. While it would seem that an interface like you have on a bolt on is an "opportunity" to lose energy (and therefore sustain), the Kramer had much longer sustain. This was not a subtle thing - I had to learn how to manage that ridiculous amount of sustain in certain places in certain songs - at the end of a song, if we let it ring out, the difference was obvious to everyone in the band. Yes, there was a huge variable there (aluminum vs wood neck), but that example shows that there are other factors that can influence sustain besides the neck joint architecture.

With a well made wood necked bass, it shouldn't matter all that much if it's bolt on or neck through. A bolt on gives you an out if the neck goes South at some point, but if the builder has properly aged that wood and knows how to make a good neck, that shouldn't be an issue with either route.

If the neck has a tilt back headstock, I'd make sure the builder knows how to make a good scarf joint, especially if you're gonna go neck through - that definitely lessens the chances you'll be fixing a broken headstock down the road.
Incredible! When I was in the Air Force,, I had a RIC...when I got out, Alum-necked Kamer! Those are heavy in every sense of the word! Everything you said is true!