How do you listen?

I listen to a lot of (classical) music. Most of the time I try to listen at concert hall volumes (really loud) so as to try and recreate the feeling I have  being in the hall.  But  recently I’ve discovered I can get satisfaction listening at moderate levels.  There is a certain relaxed quality to listening this way, and sometimes I think I hear more of what’s in the music.
How do you listen?