@mapman 1+++! That is essence is the problem. Very few systems including the ultra expensive ones can produce a SOTA performance. They can be VERY impressive compared to the usual and they can have very balanced tonality and excellent timbre but they do not image at the level available on many recordings.
Many think they have a great image because they hear the guitar over there and the bass in the middle and a cymbal to the left. They can even tell that the cymbal is behind the other instruments thinking they have "3D' imaging. Performing at this level is not all that difficult and can be achieved by pretty much any serious audiophile as they have heard other systems perform at this level and know what they should be looking for. Imaging the third dimension means placing an image in space that has location and depth/size. Imagine you can walk around the image of that trumpet or piano, the third dimension is not the size of the venue it is producing instruments and voices with depth. The instrument and voice have 3 dimensions.
IMHE this is the hardest characteristic to reproduce. Energy created by the room and reflections blur out the third dimension. Channels that have different amplitude and impulse patterns also blur out the third dimension. These three problems compromise at least 90% of the systems out there. Some speaker/rooms will never be able to perform at this level. Others can but are not adjusted correctly. Only by luck can you get this out of the box and only the very misinformed are going to get there by placing little discs next the their interconnects. Do you have to spend a lot of money? Depends what you think a lot of money is. I think you can get there at a lower volume for maybe $50K. The full Monty takes at least $100K for a system with a turntable. Many are spending $250K just for speakers. The most reliable way to get there is with someone who has a lot of measurement equipment and knows what they are doing. As I have said before, it is exactly the same as video projectors. No projector will project colors correctly out of the box. It has to be calibrated and requires a lot of knowledge and expensive equipment. Some projectors, like the one I just bought, will never get it right because they can not do black. You only get shades of gray out of them. Live and learn.