Re: Wadia, which some folks think is the answer, I agree that the 860 is pretty good, once it's been modified by Great Northern Sound. I thought it was too strident in stock condition. Because of that, a couple of years back I replaced the unmodified 860 with a Linn CD12 demo, which to me seemed to sound more rich and natural. Over time, however, it still, too often, seemed unnatural in the highs. As my frustration mounted, I decided to have GNSC modify the Wadia 860 (which I'd kept). I liked the results better than the Linn. During that process, I also got hold of a used Tri-Vista SACD player. Didn't much like it for CDs, but was impressed with the SACD sound. So I started thinking SACD might be the answer. I was about to sell the Linn, but took the time to compare it with an EMM CDSA. As noted above, the EMM gave the sense of retrieving more detail than the Linn for redbook. So I sold the Linn (and also the Tri-Vista), and eventually got an EMM demo. So now I have the modded Wadia, and the EMM. And yet, neither of them are as pleasant to listen to as many, if not most, Lps, particularly when it comes to massed strings.
If this sounds like the crazed wanderings of a music junkie, you can imagine what my wife has been thinking.
But, my point is, here's at least one listener that was frustrated by the problem described by David, decided to solve it, tried several of what are supposed to be amongst the best CDP's available, and remained unsatisfied. But thank goodness somewhere in the process I decided to give Lps another try (after 15 years of nothing but CDs).
I should add that I also tried various equipment changes to try to minimize my issues as well. Tried Avalon and Harbeth speakers in addition to the Vandys (and now use the Harbeth M30's), tried VTL, BEL, Cary, Joule, BAT and ARC electronics (that I can recall), and BEL, Audioquest, Purist Audio, Kimber, Cardas and some other cables (prefer the Cardas Cross, NOT Golden Cross), tried various methods of vibration control (now using Symposium stands with BEL hard rubber feet--the Symposium metal feet were too bright and hard sounding), several different power cords (now using Cardas Cross), and have a dedicated circuit, and use PS Audio Duettes (sp?)(mainly for surge protection).
(You know, looking at that list, my wife might be right...I might be crazy...certainly was determined...)
But here's something funny: Back in 2004, I moved to Holland for 18 months, and took with me only a one-box, 2 speaker, CD-only, Linn Classik system, which was fairly rolled-off seeming in the top. And night after night, I was quite happy listening to it. I could listen for hours. Fatigue was NEVER an issue. Which gets back to the point several folks have raised...the higher you go up the "hear everything accurately" chain, the more you buy trouble for a larger and larger percentage of the music you want to hear. Catch-22.
(And, in fact, it was after 18 months of music-listening happiness overseas that I came home and began the maddening quest described above.)