This article is from the rec.audio.* FAQ, by with numerous contributions by Bob Neidorff others.
The most important thing is to listen to recordings that
you *know*. Any good salesman will play you recordings
that highlight that particular speaker. Do not be embarrassed
about bringing a stack of CDs with you to the hi-fi shop.
Do not spend your valuable listening time switching between a
dozen pairs every 3 seconds. If you are shopping at a quality
store, the dealer will, from the description of your room, your
size requirements, your musical tastes, and your budget, be able
to show you a couple of pairs that will be close to what you
want. Spend several minutes listening to each. When you think
you're close, don't be embarrassed about spending half an hour
or more listening to the speakers. You're going to have them in
your home for a lot longer, and many speakers will cause
"listening fatigue" after a short time. Make sure you really
like them before you hand over money.
One thing to try is well recorded "Spoken Word" records; most
people have a very good ability to tell when a speaking voice
sounds unnatural, even if they've never heard the person
speaking live. If you play an acoustic instrument, find
something that features that instrument solo, or in a small
group; make sure it really sounds like it should. Almost
everyone has heard a live piano. Piano can be very revealing.
Blues, jazz, folk, or 'easy listening' music with simple
instruments and a female vocalist is also revealing. Well done
female singing voices provide a very good test of a system's
response. Try something simple and soft, which will let you
hear any noises coming from the system; and something complex,
with lots of instruments all happening at once, to make sure the
system doesn't go muddy when things get complicated. And, of
course, try a few of your favorites, and see if you like what
happens with them.
If a sales person suggests some music to listen to, the odds are
that it isn't the most revealing. Sales people tend to suggest
things which sound great. Anything you own and like is good,
because you know it and are happy to listen to it carefully. No
matter how good the recording, if you don't like Opera, you
won't listen to it as carefully as your favorite, scratchy,
1940's rhythm and blues.
Most important is to listen to something you are familiar with.
Even if a recording is flawed (and what ones aren't?), how is it
different from your normal setup? Some of the most important
differences are "Gee, I never heard that instrument before!"
 
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