Loudspeakers may sound better than headphones for some people, but not me. Sure, loudspeakers can do plenty of things headphones can't, and they do sound big and impressive...but also distant and impersonal. I don't connect with the music at all with them. I prefer headphones nearly 100% of the time, partially due to the more intimate presentation that makes me feel one with the music.
Here's one thing that can make headphones sound more like speakers, but it's a little pricey: http://www.smyth-research.com
If you don't mind divulging, how much did it cost to do all that?
Also, I'm still curious about my question relating to whether Harman-equalized headphones sound like your speaker system in terms of frequency response.
How do you listen to your speakers though? What kind of listening space? What kind of speakers? At what distance from the listening position? Is the space acoustically treated to adequate level for critical monitoring? Is there room/speaker correction applied? All of these factors can make or break your speaker listening experience. If your setup is not optimal then it's understandable that it won't sound as good as your headphones. But a speaker system that's of high quality and properly set up, will beat the vast majority of headphones on the market with the exception of maybe the absolute apex of headphones that cost more than some cars.
I'm aware of the Smyth Research products and used to follow it. I don't feel the need to go to that extent for my headphone listening experience. I'm satisfied with TB Isone (still the best HRTF plugin for headphones I've heard to date):http://www.toneboosters.com/tb-isone/ It is created by Jeroen Breebaart, an audio engineer with some impressive credits under his belt: http://www.jeroenbreebaart.com/ It sounds realistic enough that several times in the past I had forgotten I was wearing headphones and thought I was blasting my speakers late into the night and panicked.

Many users of Isone have reported similar experiences.
You don't need to spend a ton of money to achieve a great setup with a speaker system (but this is obviously relative, since for some people even a couple thousands of dollars is a fortune). If I were to help someone put together a great speaker system in a good listening space that can stand up to critical scrutiny (that even a high-end audio professional can approve of), it'll probably cost the person about $4,000 total (this includes a pair of professional quality speakers that have amazing bang for the buck, acoustic treatment kit, and room/speaker correction). If the person is willing to go the DIY route and buy used, that total can go down even lower.
I'll give you a couple of example packages I would put together for the person:
Package One:
Event Opal monitor speakers
http://www.sweetwater.com/store/detail/Opal/?adpos=1t1&creative=88122131521&device=c&matchtype=b&network=g&gclid=Cj0KEQiAoby1BRDA-fPXtITt3f0BEiQAPCkqQcCFsfSPkHhA_RWSWxYY7ZExQJJOdmMAbCyzqf7tBBQaArPh8P8HAQ
GIK Acoustics Room Kits
http://www.gikacoustics.com/product-category/room-kits/
IK Multimedia ARC System 2
http://www.ikmultimedia.com/products/arc/
Package Two:
Neumann KH120 monitor speakers
http://www.sweetwater.com/store/detail/KH120
Neumann KH805 subwoofer
http://www.sweetwater.com/store/detail/KH805
Whichever acoustic room kit of your choice here
http://www.sweetwater.com/c673--Complete_Room_Systems
Acourate room/speaker correction
http://www.audiovero.de/en/acourate.php
(There are hardware room/speaker correction products too, such as the KRK Ergo and JBL MSC1, but hardware alternatives tend to be more limited in their capabilities--at least they have been so far.)
These two example packages can give you an idea of what it takes to attain a great sounding speaker system. There are other alternatives too, but the main essentials will always be:
1) Quality speakers that are adequately full-ranged (I think down to 40Hz is acceptable, but it's better to get it down to 30~35Hz, and if you can afford to go down to 20Hz, even better). Also, it's important to avoid speakers that have problematic bass port resonances, since that's nearly impossible to correct. Not all ported speakers have this problem. The Opals are ported but have no such problem.
2) Room/speaker correction. This is IMO even more important than acoustic treatment because some situations prevent you from being able to use acoustic treatment. Also, this is probably the number one important element, since even subpar speaker systems can be vastly improved to decent quality.
3) Acoustic treatments. If your living space allows them, they will help you attain the best sound possible, and they will make the room/speaker correction system work less hard and thus decrease the likelihood of distortions caused by drastic corrections. The better your room can sound without correction, the better starting point you have when you do room measurements.
As for myself, my system is this:
Klein+Hummel O 300Ds (I lucked out and got mine on ebay for only $3,000 back in 2007, when most people in the States didn't know about Klein+Hummel. They retailed at the time for close to $7,000 for a pair. Currently, the successor to the O 300 series is the Neumann KH310. It's the updated model after Neumann bought Klein+Hummel. And some of you might know that Neumann is owned by Sennheiser.)
http://www.soundonsound.com/sos/oct04/articles/kh300d.htm
Neumann KH805
http://www.sweetwater.com/store/detail/KH805
IK Multimedia ARC System 2
http://www.ikmultimedia.com/products/arc/
DIY acoustic treatment (I don't remember exactly how much I spent on just the acoustic treatments, since the total budget included the construction of the studio. Back then commercial acoustic treatment was a lot more expensive, so I went DIY. Today, I think commercial options are cheap enough for most people.)
BTW, if you want to see the entire construction process as well as the design schematics of the studio (my previous studio), here are a bunch of photos and design diagrams (keep in mind that was for a full-blown professional music production studio, and you do not need to go to such lengths for just a home sound system):
http://www.soundonsound.com/sos/oct13/articles/neuman-kh310a.htm
So total amount spent (if I'm guesstimating how much the acoustic treatment portion cost and not counting the construction) is probably around $6,000 only. In the grand scheme of things when you look at the ridiculous amount of money some audiophile guys spent on their system (while completely ignorant of acoustics and room correction, thus their speaker systems are totally skewed anyway), $6,000 isn't much at all. And as I showed above, it's possible to attain the same level of sound quality with as little as $4,000 or less. Some of you have spent more than that on headphones and amps already.