Oh yes, I forgot to mention in my above post - I am a classical music listener too. I listen to everything from soloists to pipe organ to lieder to massive orchestral works. This type of music is extremely demanding on a hi-fi system and ALL of them, without exception, fail. I have heard very expensive speakers, including my own, and none of these systems can do it all. I may prefer vocals on one system but find it falls flat with orchestral works. Or prefer orchestra on another system, and find the vocals sound awful.
Plenty of systems can make sounds, and your brain does the rest and turns it into music. I can listen to music in my car, or on my iPod, and it does not diminish my enjoyment one bit. However, if I want to listen deep into music, I need my hi-fi system. Sometimes I have the score in front of me as well - it really fills you in on what the recording has failed to capture.
In any case, I have learnt to become less demanding and have stopped trying to recreate the live experience. These days, if the system is revealing enough for me to hear what the musicians are doing, I am happy. It all depends on what you want - if you want to analyse deep into the music AND do it on a budget, get headphones.