It depends on what kind of music I'm listening to!
Blues and rock just sound better with horns, I want it loud like a live show and most venues use horns. The bass should be loud and heavy and the high mids, 2k-4kHz, should be forward.
But for classical, bluegrass or other acoustic music I want it clear with lots of separation between and pin point location of the instruments, and a full range, very flat response.
For jazz, and vocalists, I want realism. I know exactly what a human sounds like, I hate it when vocals sound like computerized robots.
The main thing I want is the illusion that there is only one speaker, that feeling that "the walls just fade away" as someone already said. I want to forget about the equipment and be transported, by the music, to that place of eternal "now".