What is the least compressed signal?

Well, not just the source but everything matters. Everything. It is literally endless. Just for starters consider that your speakers are "hot-rodded" which means someone figured out that to get the most out of those speakers you first need to change the speakers themselves! Internal wiring, discrete component selection (better caps, etc) on and on. Speaker cables, interconnects, power cords, fuses, cones- on and on. 

Do enough of these and your speakers will be sounding so much better you may eventually come around to understand that when it comes to getting great sound the speakers are no more important than anything else. They just happen to be the last link in the chain.

In terms of the best least compressed source though I think its pretty obviously the direct to disc LP. With direct to disc the signal goes directly from the microphones through a mixer to the cutter. Not a lot are made because its so difficult. Not many recording studios adjacent to cutters. Each side must be cut beginning to end complete. Not a lot of performers these days capable of playing 20 straight minutes. If its more than one song they have to physically play however many songs one after the other, no stopping, there is no "Pause" when cutting vinyl. 

So the music selection can leave a lot to be desired. But hunt around, check out Sheffield (they did a lot) and when you find one it will not take long for you to appreciate what I'm talking about.

Thank you all for your comments!

But don't get confused here. There are two types of compression being discussed. Both are important.

One type is file compression. It can be lossless or lossy. When it is lossy some of the 1s and 0s are left out. 

Dynamic range is another form of compression where the dynamic range is compressed. There are good links about that above. It is a plague with no purpose and no seeming cure. And the problem is that you don't know on which recordings it is worse. You can certainly hear it. But if you want to avoid it and know what you are buying then go to the DR database linked to above.

There are those (who know far more about audio than I do) who say you can tune your system to compensate for DR compression. But that sounds like putting lipstick on a pig if you ask me. When dynamic range isn't there........it isn't there and nothing you can do can get it back.

Cassettes had the worst DR of any source at the time. The main reasons were its slow speeds and tape width. I think it was the 70’s when I had the top of the line Akai cassette deck with servo buttons and glass heads which compared favorable to others like the nakamichi decks. I also had a teac 7” R2R deck with speeds up to 7.5ips. The teac was so much better sound wise. Then 10 years ago I got an Otari 5050bl with 15ips. For a 20 year old deck, Sound quality was fantastic. 3 3/4 speed sounded like crap compared to 7.5ips, and the 7.5 ips sound was flat compared to the 15ips. Speed for tape matters

The statement of the most previous poster is correct. Tape speed is most important as pertains to sound quality. Not mentioned thus far is 8 track tapes. Sure, they were large, clunky, and due to their poor construction they often ejected from their players with a stream of tape type confetti. But......
Their play speed was almost twice that of cassettes and, during their short lived lifetime, they sounded better due to tape speed in.ips. Cassettes were smaller and not prone to mechanical failures. Note.... Both of these recording mediums were primarily built for those who wanted good music in their cars.