the big one: how do you choose speakers? By what features, data?

You have received a lot of helpful advice above.  In particular, go listen at different shops and shows.  This is a learning experience, and the more you hear, the better you will become at discerning differences and the more confident you will be in your own judgment.  You will develop your own personal set of priorities.  I know my own priorities include speakers that sound lively and full at lower volume levels, not just when playing loudly.  That has steered me toward high efficiency models that tend to be more dynamic sounding such that they don't have to be cranked up.

Most of your auditioning should involve trying to replicate your home situation--speakers located similarly, you seated the same distance you would be at home, your own amp used for the audition, etc.  But, when you become experienced, you might also want to audition the speaker up close because "nearfield" listening reduces the influence of the room and you get to hear the particular characteristics of the speaker better and this is added knowledge--is the speaker well balanced?; are there annoying peaks and sibilance?; etc.

There are many high end speakers out there that deliver good imaging, reasonably good tonal balance, freedom from cabinet coloration, smooth sound, etc.  To me, the shortcoming of many, even very pricey, speakers is a lack of dynamics--it is not a case of not being able to play loudly, but a lack of realistic contrast between soft and loud such that one becomes disengaged from the music after a relatively short time.  Most of the truly dynamic speakers are high in efficiency because they don't require much current pushing through the voice coil to deliver a particular volume level.  The lower the current, the lower the heating of the wire and the less the signal is being compressed from increasing resistance in the wire as it heats up (thermal compression).  I have seen quite a few audiophiles have a "come-to-Jesus" moment when they first hear a very dynamic speaker system.  Many find the sound so compelling they jump on such speakers immediately.  I would suggest longer term listening because many such speaker have their own shortcomings--rough and peaking response, excessively hard-edge attack to notes, etc.  In other words, there are some possible tradeoffs that take some time to recognize.  

I agree that listening is truly the only way to accurately judge speakers. If not able to do so in your home then the dealers showroom might have to do. I have had/ have multiple speakers that I rotate in and out every few weeks, all that I personally think make music to my ears. You will know it when you find something that just gives you goosebumps when you listen, that makes your favorite music sound better than you have ever heard. Martin Logan CLS, Quad 63 and Wilson Watt Puppiesl are three that I love. The CLS’s I first heard at a shop when I was 18 and just couldn’t believe mysic could sound so good. Ditto for Wilson’s, excellent sound, accurate natural timbre and outstanding dynamics. Seek and you will find them eventually.

YOU have to decide what YOU like IN YOUR ROOM.  When I had my shop, I spent some time with a customer finding out what they listen to, where, etc.  I then asked them what hardware they had and worked with them on that.  THEN, I let them listen to various speakers in the shop to see what they liked.  Listening in a shop has NO bearing on how they will sound IN YOUR ROOM, so we then would pick a pair and set them up in your room at home and see what was what.

This is not an easy process as there are many speakers out there today.  Also, what you like the first few tunes may not be what you like long term.  SO, evaluate your hardware--high end tube gear is one thing; mid-fi solid state gear is something else.  Listening to loud rock (mostly) vs listening to classical or opera may require a different set-up to make YOU happy IN YOUR ROOM.

Take your time.  Demo a couple of pair and then decide since speakers are fairly expensive and you have to live with them after you buy.

PERSONALLY speaking, if you have high-end tube gear, I would suggest demoing Magneplaners in your room.  They may not work for you, but they are about the most accurate speakers around. Whatever you decide upon, best of luck!

Cheers!

So the common theme here seems to be go listen!

That is one thing we lost in the transition from dealer networks to direct sales - teh ability go simply go listen.  When I could first afford to actually go buy a system, I listened at several dealers and it became clear that one brand in my price range gave me the best combination of tone and dynamics that I was looking for.  I purchased a pair of ADS L810s.  Many years and systems later, after I had moved on from the L810s, I was frustrated with speakers I had purchased based on reading reviews, so I looked up one of the designers of those L810s and discovered Michael Kelly at Aerial Acoustics.  The Aerial line offered similar qualities that I liked about the ADS speakers, but better, and I am still using their speakers. 

So, don't read too many reviews but instead go listen at shows or at B&M dealers, if you have one in your area.  Get the speakers that provide the sound you like on the music you listen to.  After you zero in on the speakers, then work on getting the amplification that makes the speakers sound their best.

Speakers, amplification, and then you can play with whatever front end you want.

Go to an audio show.  So many speakers to see, and listen to.Believe me, it is worth it.