It is a lot easier to get headphones to sound better. With speakers, the room plays a huge role, and it is tough to get everything set up right. In most homes, people make sacrifices with their speaker setups, like bookshelf speakers in a bookshelf or a the neverending compromise between getting the best bass for speakers vs positioning them for proper imaging.
Set up properly, I think speakers will sound better. The nice thing about headphones though, is they have no idea what the size of the room is, or if there are no room treatments or where you are sitting within that room.
Like cantsleep though, I use speakers during the day and headphones at night.