Although j_garcia was not the first to say this in this thread, this is the clearest and best expression of the idea. Go out into the world, and audition as many types of speakers (e.g., ribbon, horn, dome, whatever) as you can find, of as many brands as you can stand to audition, with all of the types of music to which you listen, to music with which you are familiar (making a CDR for this is a good idea).
Plan on spending most of your money on speakers, as they matter more than any of your other equipment for how things sound.