What should be under my speakers?

Buconero is right.........and wrong!
Spike the speakers directly to the wooden floorboards.
The objective is NOT to 'couple' the speakers to the floor, but to DE-COUPLE them whilst at the same time creating a stable, unmoving, balanced speaker box.
The tiny contact area of the spikes will not allow medium to low-frequency sound transfer from either the speakers to the floorboards and vice-versa whilst 3 spikes will prevent any rocking.

Sistrum stillpoints under my Thiel 3.6 into an oriental rug over a cement floor works very well for not a lot of money.

I recently experimented with spikes and other methods of isolating floorstanders. My goal was a little different, I was trying to remove bass vibration that I could feel at my sitting position. Spikes made no difference, neither did a buildup of carpet at the site (although one commenter suggested a thicker carpet over the entire floor - which I believe would have worked.) Anyway, I ended up sandwiching 1/4 inch sorbothane (the stuff used for running shoes) between thin sheets of plywood - essentially a single ply. Creating two layers. This caused a noticable reduction in the vibration. Never one to trust my senses when it comes to measurement (spent too many years as an engineer to know the flaw in that method of 'measurement') I created a measuring device out of a thin glass of water, placed on the floor. The deflection in the water movement up the side of the glass was less with the construction in place than without or with the spikes. This was on a wood floor in an old house. I cannot say that I noticed a difference in sound, but that was not my goal, and I noticed no difference in sound spiked, on the constructed sorbothane - plywood plates, or directly to the thinly carpeted floor. This obviously was at high spl levels.

I second the Sistrums - amazing. I lent a pair of 004 Sistrum stands to an audiophile friend and he ordered a pair the same day after hearing them on his speakers. They transformed my old pair of Audio Physic Virgo II speakers. The effect is not subtle - it really is transformative. I now use the Sistrum monitor stands filled with microbearing for my MBL 121 monitors.

Yes, the Sistrums really work and they proved it over and over under my gear. I can't say the same for all the other things I have tried.

I took a 004 to a friends house and tried it under his CD player, pulled it out and the difference was amazing. The CD player sounded so much better with the Sistrum underneath it.

As I said above they did a nice job under my Dali speakers also.