What is the most challenging music to play on a stereo?

Definitely vocals - trying to make Tiny Tim's voice sound better is definitely a step in the right direction

Your system and the music you play on it can be the very best money can buy and still fall very short if your room acoustics suck. Over the many years that I spent chasing the best sound the one and only real lesson I learned was to get your listening room properly tuned to your ears and the system playing the music you enjoy. Every room is different and a simple change of your listening position or speaker placement can make a huge difference. Softening the room so you eliminate reflective noise is probably the most beneficial change you could make. Most of us are not able to dedicate that much space and design engineering to our rooms yet we spend massive amounts of money on our systems. You can put a Hemi engine in a VW but that does not make it any better. Get your room right. 

@gandmjl 

Over the many years that I spent chasing the best sound the one and only real lesson I learned was to get your listening room properly tuned to your ears and the system playing the music you enjoy.

+1

A now deceased friend who was very wealthy built a gorgeous home and began setting up a very fine system with MacIntosh pushing the power. I don't  remember all the peripherals but it certainly was big bucks all the way. He was never happy and asked me over for some advice. OMG, it was horrible!

People who live in glass houses should never seek great sound. The entire front of his living room was thick plate glass 12 feet high and probably 40 feet across. The music he enjoyed got lost chasing each other around the entire room. Much against his partners  chagrin I told him to have heavy drapes installed that he could close when he wanted to sit and listen. He did what I said and they both hated it but he invited me back after the installation. You can't have your cake and eat it! They wanted to have the view while listening. When he drew the drapes, probably about a $20K install, his system came to life and became fully satisfying to both of them and me. The moral is, before you go spending gobs of money fixing your system, spend some time and effort fixing your room. Very possibly you will find it Fugly but it sure could sound way better.

Late-era Autechre.