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.
A lot of megabuck systems are crystal clear, cover the full frequency range, have cavernous soundstages with pinpoint imaging, but fail to do what some more modest systems can achieve in terms of PRAT. and musical expression.
My workshop system uses a 46DHT direct coupled parafeed amp using custom Magnequest iron - only two tubes in the signal path, into high efficiency full range drivers. I listen nearfield and do not get a huge soundstage, nor is the imaging what you would call pinpoint, neither does the frequency response approach full range. But the speed and articulation is mercurial, and all the musical inflections are laid out with great clarity. This enables me to get a great deal of satisfaction listening to music, rather than using music to listen to a system..