Naturally, which of these options work best for you can only be decided by you.
For those that want to "kick the tires" so to speak, here are some of my general guidelines -- please note, these are all MY OPINIONS and should NOT be construed as gospel.
1. Avoid "Big Box" stores (e.g., Best Buy)
Your best bet is to find a local "boutique" hi-fi shop in your area. The reason to avoid the big box stores are numerous, but include:
- Speaker selection is usually relegated to the low end stuff
- No properly trained staff
- Impossible to truly audition the speakers in the store
- You can usually get something better for less at the smaller stores
The one area that the Big Box stores are generally superior at is the return policy. Generally, you can return a set of speakers if you bought them at Best Buy with no hassles and for a full refund. The smaller guys usually can't offer the same refund policy as Best Buy.
2. Audition as many speakers as you can.
Unfortunately, speakers are a very personal item. What may sound good to one person will sound awful to someone else. You will need to go out and find out what YOUR tastes are. Unfortunately, that will take a lot of work on your part; however, I think it is worth it in the end.
Now, you wouldn't be here if you didn't care which speakers you bought. I will also make a general assumption that whoever is reading this is not interested in the low end (they sound like junk) or the high end of audio (prices can be RIDICULOUS in the world of A/V). Based on this assumption, here are a few brands I have seen recommended prospective buyers take a look at -- please note: I've mentioned some specific brands in the following text. Please do not construe these as recommendations or endorsements; they're only the brand names that seem to pop up the most in the various forums I've frequented. There are many other brands that could be included that are just as good, or better, than those listed.
- Definitive Tech
2.5 Listen to something in the Ultra-High end
I recommend this so you can know what speakers are "supposed" to sound like. For me it was a reference point when auditioning speakers in the mid-fi category.
3. Bring your own music while auditioning
When you audition speakers at the store, you should bring music that you normally listen to (some speakers sound better with classical vs. heavy metal and vice versa) and that you are familiar with. If you know how a song is supposed to sound, it is that much easier to judge the speaker. What I would further suggest is that you burn a CD of several of your favorite songs among as many music genres as you listen to. In particular, bring as many classical, acoustic or jazz songs as you can. These types of music are easier to judge than say, Rock or Hip Hop. Also, if possible, include a spoken word track. I've heard from more than one source that it's easier to note the flaws in a speaker with just a human voice. I'd also bring songs that emphasize something specific, like one for female vocals, one for bass detail, one for realistic cymbals, etc.
Also, try listening to music at different volume levels. Some speakers can play music at loud volumes without a problem where others begin to distort to the point of being un-listenable.
Note that I didn't say bring a DVD. I feel that it is too hard to judge a speaker while watching a movie.
4. Make sure the speakers are set up properly
The sales person should set the speakers up in some sort of triangle with the speakers and you at each corner. You should be equidistant from each speaker while listening to them. Also, the speakers should generally be set at least 2 feet from any wall.
5. Take note of the room
The attributes of a room can make an ENOURMOUS impact on the sound quality of a speaker. The best speaker in the world will sound just plain awful in a poorly set up/treated room, whereas a more modest speaker can sound amazing in a properly treated/setup room. The obvious question is "what's a good or bad room". The answer is complex and subject to much heated debate -- as are most issues in A/V. That being said, you want to minimize reflective surfaces without smothering it. If you have too many sound waves bouncing off the walls, it plays havoc with the stereo imaging, but an over treated room is even worse. In general, you want to have some absorptive objects in the room. Some argue the information might go a little too far, but I think it should give you a good idea of all the subtleties regarding this issue.
Don't forget the "size" of the room. If you audition speakers in a small demo room they WILL sound different in your huge 35'x35' family room with vaulted 18' ceilings.
6. Take notes
You are going to be listening to a lot of speakers in (hopefully) several stores. Unless you've got some sort of superhuman sonic memory, there is no way you're going to remember the details of each speaker you listen to. Taking notes is the only way you have a chance of remembering this kind of information. One method might be to rank, on a scale from 1-10, each song on your test CD for the following characteristics:
- Quality of the high notes
- Quality of the mid notes
- Quality of the low notes
- How low did the speakers go
- How "natural" did they sound
- How wide was the sound stage
- How deep was the sound stage
- How "big" was the sweet spot
- How did they sound when you were off axis
- Song specific subtleties (for example, could you hear them stamping their feet in song X. could you hear them taking a breath in song Y)
- How loud could you play them
- Overall impression -- leave a lot of space for this one.
It just helps you “to listen" if you aren't distracted with your sense of sight.
8. In-home audition
Once you've narrowed down your selection to a couple of speakers, try to get an in-home audition from the store(s). As I stated in item #6, the room makes a HUGE impact on how the speakers sound, so knowing how they sound in your room is important.
Listen to them for extended periods of time. Trying to do a quick A/B comparison of the speakers is just too hard. For that to really be an effective test, at the very least you have to be able to precisely match the sound levels when listening to the two sets of speakers.