Vandersteens have to be set up properly - all speakers do, to get the most from them.
Interesting, I've heard them set up by Richard Vandersteen himself (or at least overseen by him, as he was there!). Not impressive sounding speakers IMHO. The Dynaudio Confidence C1 speakers at less than half the price were much better sounding to my ears at HE2007, by a long shot. Speaking of which, you (the original poster) should check out the Dynaudio Confidence line speakers as well. It just goes to show you how important demoing speakers can be, as tastes can be so extremely different.
The Wilson setups sounded much better than both of those to me, but their setups cost more. IMO, the Wilson/BAT room was the best sounding room of the show, followed by Wilson/Lamm and Dynaudio/Simaudio. It was after the extensive demoing that I finally decided to take the plunge and purchase the Wilsons. I had previously been considering Vandersteens because people at Ayre had recommended I demo them (as well as Wilsons), but hearing the 5a speakers at the show was pretty anti-climactic compared to the Watt Puppy 8s. There was no comparison whatsoever in terms of mid-range detail, transparency and immediacy. The Wilsons made it seem like I was there at a real event, while the Vandersteens sounded like a pale reflection.
Another big upset for me was the Magico Minis. I had heard so much hype about those speakers as well. They sounded bright, clangorous even, and uninvolving to me, though to be fair they didn't treat the room at all like Vandersteen and Wilson did. The Confidence room wasn't treated either though, and at less than half the price, they sounded better than the Minis IMO. Nice finish on them though...