I'd say spend some time listening to a wide range of speakers. Even speakers that are way outside your price range. You want to hear what "good" sounds like.
As part of your research, be sure to include listening to live music. Not necessarily going to arena rock concerts (about the worst venues in the world to hear live music performed are large arenas). Check out your local symphony, especially if you dig that kind of music. Hit a local club whether it's to hear a C&W garage band, some punk band, or even a jazz combo at a local brew pub. You need to know what the real thing sounds like, and think about what it is about that live music sound you like.
Then listen for that sound in the speakers you listen to. Whether they're a pair of $40,000 B&W Nautilus or a $300 pair of Infinity at your local Best Buy. Ideally, you'll listen to them in your listening room. If the place won't let you demo them at home, you might want to consider someplace else. All the boutique stores in my neighborhood will send speakers home with you for the weekend, but it generally demands an investment of your time listening at their places first before they take you seriously enough.
So, know what it is you like about stuff that sounds good. What characteristics does it possess? Listen to lots of different types of music. Then listen for speakers that reproduce the sounds you like the best.
