When I was still in the demo period with my current speakers, I would record myself with bands and check those recordings between my old and new speakers as a sort of test. I've been pretty happy with my rig for the last few years now, and I can get a taste of that "real thing" when I hear my drums played back on a recording. But, only a TASTE of the "real thing"! I definitely need better recordings, and a better system at home to really get it.
I'm going to have to spend a LOT more dough to get a little bit of improvement, but I know I can get more live oomph - I've heard it in studios and much more expensive consumer systems. Once you hear it, you get why we get so geeked out over all of this gear - it's really fun to hear!
BTW, I picked up a new DAC recently, and that helped a lot in the "live" vibe - more than I thought it would.