Best speakers in the 3000 -5000 range

A great speaker that you can get used for around 2K is the Thiel 3.6 as many owners are upgrading to the 3.7 which sells for 13K. It demands high current amps as impedance dips down to 2.5 ohms. Your Hegel is rated at 120 watts into 8 ohms, 240 into 4 ohms so this should be fine. I also second the recommendation for the Thiel 2.4 and Magnepan 3.7 made by others above. In addition to A'gon try some Thiel dealers such as Audio Consultants in Chicago area for used gear.

Tough range. You can get into some really nice midrange drivers at this PP. Find a small two or three way that you love and add a really nice sub.

If they're compatible with your room and decor, the GoldenEar Triton 2 should be a good match, even if it's a bit under budget. I've heard them and they can handle a wide variety of music, have deep propulsive bass, image well, have good resolution as well as dynamics, and have built-in powered subs, which make for an easier bass solution.

You mention that bass extension is not all that important, but I can't imagine enjoying Pink Floyd to the max without serious bass. Any kind of rock demands propulsive, clean, tight dynamic bass to make the whole sound coalesce and come alive.

If the Triton 2s are not to your liking (size, appearance) then I would agree with Bjesien and go with mini-towers or stand-mounted monitors plus well-integrated subs. The minis will give you great clarity and the subs will give dynamics and drive, and it's a modular configuration that integrates well with a lot of room situations. Powered subs offer the additional room optimization advantages of volume, crossover, and phase control.

If you go this way, don't scrimp on the subs. You could get a pair of sealed-box subs from SVS for under $1400 total which leaves $1600-3600 for the mains, and for that you could get some seriously good speakers. Another example would be Totem Model Ones and a pair of their Storm subs.

Or... how about a pair of Gallo Reference 3.5s?

Any thoughts on the new Focus 260 from Dynaudio?

Thanks for all of the responses!

See my posts about the Lahave Mela monitors (just do a search).
I don't want to repeat myself and bore people anymore.
I own a pair and recommend them highly, and I don't have any connection with the audio industry at all and I'm not selling them. No shilling here.

Oh heck, I'm going to repeat myself one more time from the other thread because these speakers make me happy more than any other audio component I ever bought (except maybe my Audeze headphones):

Call a dealer who sells LaHave Melas and ask for a good deal.
I have them after listening to/owning lots of speakers, including Dyn C1s. Just plain awesome tonality without fatigue. I sound like a shill now from my posts but I'm not. I just bought a pair from a private audiogoner and I LOVE these things. Search in the forums and you'll see my posts. I think they may have the tonality and overall enjoyment of $37K TAD monitors, and I'd have to think hard about trading them even-steven for TADs. My Sonus Faber Cremona Auditors that I really liked are in the closet now because of the Lahaves.
And my Harbeth SHL5s are sold also because the Lahaves are so much better, with much more reach into the music. You will be neither bored or assaulted by the Mela monitors, and they don't need expensive stands either.