I wish I had an unlimited budget but I don't, so after I determine what speakers are within my budget, "musicality" matters most. I am most interested in a speaker that to my ears recreates both voice and instruments to how I believe they should sound. Over time I have realized I tend to be particularly partial to speakers with a realistic depth of sound and that don't sound "harsh" or cause listening fatigue.
I guess in the end it is all very subjective but I would like to believe it is a logical subjectiveness.