Soundstage - Too much?


Is there such a thing as too much soundstage? Should the width of the stage extend to the side walls in your listening room? How would you compare the soundstage in your system to live music?
jtinn
I found the sound stage is very dependence on the recording or mastering process. If you have Roger Water's "Amused to Death" or "Casino Royale" then you have have sound stage beyong the speakers. With "Amused to Death" you'll actually get 180 degree surround sound effect. It's pretty cool. However, in classical music, I have yet to find a recording that will project the sound stage beyond the speakers in a convincing matter. If you know of one, please let me know.
Copland 100 on Reference Rec. "Fanfare for the common man" the entire hall is there, front, sides and around. I think alot of the RR recordings extend the stage.
Could someone explain how it is possible for the soundstage to extend beyond the side walls? Is this an aural illusion? Staying in a flat I wouldn't like to think my next door neighbours were getting some of my soundstage,would seem a waste to me.