Speaker grills

It is also not just the grill itself but also the grill frame that can interfere with the sound.

I build and tune my systems to sound right with grills on. Grills stay on for both aesthetic and protective reasons.

Various grill designs will inevitably attenuate various frequencies, especially the higher ones to some degree, but between initial speaker design and various things that one can tweak themselves easily if needed, having grill on has never been a practical problem for me.

I once refurbished the hood grills on an old pair of OHM Walshes in that the originals had become worn. These speakers had a particularly laid back presentation. I had to choose a fabric to use and I ended up using a loosely woven wool fabric (much different than thin but much more densely woven material originally used) from the fabric store in order to keep grill effects to a minimum. That also made it easy to stretch and form the fabric tightly and cleanly over the grill hood without having to cut and sew much.

Really depends on the speaker like most have already stated. When I had the original DYn C1's they sounded much better without the grills. When I upgraded to the C1 Signatures - well not so much but ever so slightly better without them. Now my Raidho's don't even come with grills.

Remember those thick foam grills on the JBL Century L100's? That type of grill definitely had to go.

Grilles on always. One pair of speakers does not allow removal, one pair specifically designed for grilles on, the other pair I prefer the looks and sound with the grilles in place.
+1 as to what Mapman stated.