I'm not sure you are doing anything wrong.
Just as beauty is in the eye of the beholder, good sound is subjective.
What type of music do you most often listen to?
I know among some of my favorite music, my speaker preference is not identical. For example the characteristics that would make a great speaker for listening to The Who are not the same as for listening to Melody Gardot:
A very good speaker will do a great job with both, but that gets expensive in a hurry! If your budget is limited, you pick and choose the speaker that best performs what you listen to.
For The Who, one thing I am definitely looking for the ability to play loud and hit hard! I want a speaker that stands the hair up on the back of my neck and kicks off a little adrenaline rush for a rim-shot! Since all of the sounds are generally electric or played loudly, I don't need delicate detail and nuance. Nor does the timbre need to be spot-on... I don't know the sound of the exact model guitar being played, and even if I did, there is a good chance it is being processed through some sort of sound effects box. Even the vocals, because they are being sung so loud, don't require the delicate detail of most other music - typically no subtle vibrato, lilt, or airiness to Roger Daltrey's voice!
Melody Gardot is pretty much the opposite. The sounds are mostly soft & smooth and full enjoyment of the music is dependent on the delicate details being properly presented! The timbre is critical - because the instruments are acoustic and I am extremely familiar with the sound of trumpet and sax. The intimacy of the vocals also requires a higher level of detail.
Percussively, I don't need loud powerful hits, just crisp detail when it should be there!
There are plenty other examples, but these two provide a good example because of the obvious contrast.
Edit: You'll have to excuse the quality of these YouTube videos. The Who doesn't have the energy it should (you can tell it is an energetic song, but the attacks of the notes are not so sharp as they should be). On Melody Gardot, the sound of the brushes being wiped across the drum skins are mostly lost (for example).
