OP… “With this in mind the best system should be the most natural sounding with the most headroom to accommodate different genres. ”
This is a very good thought. Yes. But, as all things in high end audio it is not easy.
For me, I took disks with music around that I liked and auditioned equipment… over decades as I upgraded various components. I made those disks sound better… but a lot of the music sounded less good.
For various reasons I realized I needed to listen carefully to real music and instruments, so I could establish a ruler against which to measure my system and prospective components. So, for a couple decades, I would listen to any acoustic instrument I could. I got season tickets to the symphony… and went to 20 - 30 concerts a year for a decade. The long term exposure to real acoustic music gave me the “ear” to search out the right system.
I completely changed my approach… starting with speakers… from planar to Sonus Faber dynamic. Huge move towards natural… then upgraded those a couple times over fifteen years… then my amp… then everything else… one by one getting rid of all the solid state gear. These changes, one by one made all musical categories sound better and better while admittedly compromising a small bit on electronic music.
Over time, I slowly recognized and reconciled the difference between what I thought treble should sound like (the horrible distorted stuff I heard in concerts in the 60’s and 70’s) and what real instruments sound like. Brass sounds like brass not amplified bacon sizzling.
My pursuit of high end audio reflects my views on life over time… it’s all black and white as a teen… and all shades of gray with great nuance as you age.
So, putting a great system together is a lot of work. Once you get speakers of the character you want… that is just the start… you need an amp that delivers the signal it needs to make it sound the best to your ears. A huge solid state amp is likely to give you bass that will slap you in the chest and or stick minor details from venue in your face but completely fail to reproduce the nuances of a a bell, or cello, and more importantly the rhythm and pace that conveys the emotional connection… this goes on. All of your components need to be carefully chosen and compatible with each other to not loose all the nuances of real music.