In addition to what jzwinck recommended, I'd also recommend the Loudspeaker Design Cookbook [0] and the Master Handbook of Acoustics [1]

If you're an engineer that's comfortable with differential calculus, I'd recommend the grandaddy of them all: Acoustics by Beranek [2] (I'm actually linking to Acoustics: Sound Fields and Transducers which is an updated version of Beranek's original Acoustics cowritten with Tim Mellow)

[0] http://www.amazon.com/Loudspeaker-Design-Cookbook-Vance-Dick...

[1] http://www.amazon.com/Master-Handbook-Acoustics-Alton-Everes...

[2] http://www.amazon.com/Acoustics-Transducers-Leo-L-Beranek/dp...

The other responses are talking about headphones, but with regard to loudspeakers (and given that this is Hacker News) you can always pick out your own components and build your own loudspeakers. That will allow you to tailor the speakers to your specific sound quality and aesthetic requirements.

It helps to have access to decently-equipped wood shop, but if you don't you can try asking a local custom-cabinet maker if they will cut and assemble the box for you. IME they are receptive to these types of projects since they can often use scrap from their other projects which allows them to make some money from material that would typically be wasted.

Some resources:

http://www.madisound.com/

http://www.parts-express.com/ (full disclosure: I am a PE reseller)

http://www.diyaudio.com/

http://www.amazon.com/Loudspeaker-Design-Cookbook-Vance-Dick...

http://www.speakerworkshop.com/