note to self: do not flame
:-]
I'd say once you get up to a $10-15k system, its hard to justify another expense to make it sound better (diminishing returns crap). If you listen to high-end speakers, most will sound very good, but each has its own unique quality of presenting the sound. Music is all about subtleties, and each speaker and piece of electronics has its own subtle qualities.
For example:
For $300, you can get a pair of Paradigm Monitor 3's - very respectable speakers for the price.
For $500, you can get a pair of Magneplanar MMG's - also very respectable speakers for the price.
For $1600, you can get a pair of Magneplanar 1.6's - also very respectable speakers for the price.
For $2000, you can get a pair of Paradigm Reference 100's - also very respectable speakers for the price. Perhaps the cheapest speaker you can find that has no apparent flaws/shortcomings.
For $3200, you can get a pair of Sonus Faber Grand Piano's - A very fine speaker, even at this price.
Each will sound excellend, but each of these has their own unique sound. You'd have a hard time finding someone who would find a cheaper one better than a more expensive one (I picked them this way ). Some speakers are overpriced, such as the $100k+ Dynaudio Evidence. If you find a good speaker at a reasonable price, its going to make all the other speakers at the same price range look overpriced. The Monitor 3's and MMG's will make almost anything under $1000 sound like an overpriced, under-engineered piece of crap.
Most people who say they cant hear much of a difference have been listening to MP3's and dont have a good source. A sound card is in no way a good source. Having a CD source, a 24bit DAC, a good analog stage, and a good amplifier (i wont open the cable issue) will let you easily hear the difference between speakers. Also a good recording help (or one youre very familiar with)