I can spend 800 - 2000 euro for speakers and A/V receiver.
About how picky I am - none of the bookshelf speakers sounded good to me, while a lot of the floor speakers sounded ok. It was not only the lack of bass - some of the floor speakers sounded better also in the high frequency - it was like the sound was fuller and had more dynamic range.
Very often, producing deeper bass gives a speaker a "fuller" sound. As for the treble, many brands of speaker use exactly the same tweeter in a bookshelf speaker as they do in the same line of floor standing speaker, so I have a hard time going along with your claim about that, though it could be you were listening to different lines of speakers from Klipsch, and that could explain it. Of course, if the speakers were positioned all on the floor, then that would also explain things, as bookshelf speakers should be placed on something high enough to put the tweeter at or near ear level (when listening), because treble tends to be quite directional.
As you may surmise from this, a company may have different model "lines", such that you may like one and not another. In the past, the best Klipsch speakers have been in their "Heritage" lineup (e.g., Klipschorn, La Scala, Belle Klipsch, etc.), though I see from visiting their website that they now have some even more expensive models that they claim are better. (It is about time they came up with something that they think is better than a speaker introduced in the 1940's!)
To have a better idea what was the available choice - you can look at the speakers from correct.nl
Some of the brands I am not familiar with, so I cannot comment on their relative quality. I would be curious to hear some of the higher end Dali speakers, as I personally tend to like ribbon speakers. But as I have never heard any Dali speakers, I cannot comment on their quality.
Klipsch tends to be a very polarizing brand, with many people either loving them or hating them, though I personally am more in the middle, as I can admire their virtues while not wanting them. Boston, B&W, Definitive Technology, Energy, Infinity, Jamo, JBL, and KEF have all made some pretty good speakers at one time or another. But I cannot tell you which of these you would like the best, nor can I tell you that they would be better than some of the other brands with which I have no experience.
Speakers really are a very personal choice, as there is no such thing as a perfect speaker, and so it is a question of which vices bother one the most, and which ones are ones that one can tolerate.
To help you in your decision regarding the upper end of the sound, if you ever listen to music that does not have much bass, you can try that out when comparing bookshelf speakers with floor standing models. And when you compare, try two things: A bookshelf speaker from the same line as the floor standing speaker, and also try a better bookshelf speaker that costs about the same as the floor standing speaker.
During the half an hour or so I heared the Klipsch speakers. The floor type were priced 299 - 799 / piece. The ones with different speakers size (not the column type with identical speakers) sounded better, but I was unable to hear a difference between a 299 , a 499 and a 799 euro speaker (shop price, on the net there are lower prices). The amplifier was a Yamaha, the music was from the nineties (not classical or jazz).
You absolutely need to listen to some other types of speakers. Some people love horns, and other people hate them. You should listen to some other speakers for comparison to see if either of those descriptions fits you. But do not become wedded to one type of speaker or another, as what really matters is how it sounds, not what is used to make the sound. And, obviously, not all horns sound alike, and not all domes sound alike, and etc.
My initial ideea was to go and buy an A/V receiver Denon, Onkyo or Harman Kardon with the speakers that come with it. I had the surprise that for the 5.1 and 7.1 models none of the above come with speakers. There were some Sony and Panasonic with 5+1 speakers, but they sounded bad.
I know in computers it is a saying - no one was fired for buying IBM. I was expecting that also for audio there are some safe choices, but after searching on the net every model searched had unhappy users and bad reviews for particular types of music/environment.
PS: 20 Watts per channel is good enough for me - I don't want to demolish the house. The minimum power for the receivers was 50 W/channel. Also my ideea is that the speakers introduce the most distorsions in an audio setup, so it's wise to buy better speakers. My intention is to buy the speakers for life and change only the amplifier over the years. I would pay also 799 or more for one of the main speakers but only if I would hear a clear difference or have a valid reason to do it.
Of the three brands you list for receiver, I would go with Denon. I would also consider Yamaha and Marantz, but Denon is fine, and fits well with your idea that "no one was fired for buying IBM" idea, at least for receivers. Denon is generally well regarded and respected for receivers.
A thing about the power: How much you need depends upon which speakers you choose, as some require more power than others. With Klipsch speakers generally, I would tend to agree that more than 20 watts would not be necessary in a normal room at sane volumes, but with some speakers that would not be nearly enough power. But as you observed, you are likely to end up with more power whether you need it or not. Still, it is a good idea to make sure that whatever you choose will be enough for the particular speakers you end up with. So don't buy the receiver before you have selected your speakers.