I worked as a high-end audio salesman for 16 years and spent another 16 reviewing audio products. Here's what I learned: The very best gear is always expensive. Sure, there are occasional examples of affordable products that are remarkable, but they never get remotely close to what true high-end gear can offer. Beyond price the main thing that separates high-end companies from mass-market brands is high-end designers are all about maximizing performance. Mainstream audio companies rarely try to make the best possible sounding gear. They know that features, wireless connectivity, styling, compact size, cheap pricing, marketing, distribution, etc. -- are more important than sound to rack up big sales. A lot of affordable name brand speakers are actually pretty decent, but very few are memorable.
I'm a huge fan of Dayton Audio's beer-budget speakers and subwoofer because they are exceptional performers, but I'm a little concerned that some readers mistake my enthusiasm for these products as an outright endorsement. They're great, but a pair of $350 Music Hall Marimba speakers are way better than the Dayton B652s. The have more and better defined bass, superior midrange naturalness, and clearer, less tizzy treble. Is the Marimba 10 times better sounding than the B652? No, but the fastest Ferrari isn't 10 times faster than a Corvette, it's not even twice as fast, it's just a little faster, but the Ferrari has cache and more prestige than the 'Vette. Mercedes owners are pretty secure in their purchase, even when their car costs three or four times more than a Lincoln or Caddy.
The Marimba is awesome, but the $1,000-a-pair GoldenEar Technology Aon 3s are even better, and the $1,500 KEF LS50 speakers are better still. And so it goes. The point of diminishing returns for sound quality versus price is pretty high, around the $1,000 a pair range. But trust me on this, if you can afford $2,000 speakers, you'll still hear a big difference. My $5,500 Magnepan 3.7 speakers are enough better to justify the price, but the $39,000 Raidho C 3.1 speakers I just wrote about blow the 3.7s away. So if you have a real passion for music and can afford investing in high-end speakers they're worth every penny.
What does better sound sound like? To me better means a sound that's closer to the real thing. Some of us are lucky enough to afford great cars, expensive wines, cameras, or vacations in exotic places. I don't give a hoot about those things, but I love getting ever closer to the sound of John Coltrane's sax or Jimi Hendrix' guitar. It's an incredible thrill to own a hi-fi that brings music to life.