I've been struggling with the same line of thought.
I recently purchased Emotiva's Airmotiv 4 monitors (~$350) which are nowhere near $2,000 bookshelf speakers. Brickwalled recordings are abundantly clear on these monitors and I have been disappointed with a lot of current artists whose recordings fall into the compressed DR category. Nevertheless, I am very happy my purchase and thoroughly enjoy good recordings.
I think you should probably consider some of the following factors:
1. What is your source? (I'm guessing a computer, since this is the Computer Audio forum)
2. If you are using a computer, do you have lossless files, a high end DAC, and an appropriate amp (for passive speakers) that would do justice to high end speakers?
OR
Do you prefer the convenience of mp3s and directly connecting to a computer?
3. What is the purpose of the bookshelf speakers? Are you going to use them for critical listening? Parties? Nearfield listening? To fill a room with sound?
Depending on your source and your intentions for the bookshelf speakers, I wonder if something like Audioengine A5s might fit the bill. My friend has these and uses a networked solution (either a squeeze box or Airport Express) to allow for streaming of music from his computer to his living room. For $299 on Amazon (plus the cost of the wireless networking hardware), I think these would be a great option for far less money. The speakers sound great, but you wouldn't feel buyer's remorse over dropping 2 grand on high end speakers. Again, it will depend on your intention for the setup.
Lastly, I would audition the speakers you are considering. If they offer a significant boost in your listening experience, you have the money to spend, and they make you happy, go for it. If you listen to speakers that don't cost as much, such as the AE A5s and cannot tell much of a difference, then there's your answer.
I didn't have much to go on here, but I just thought I'd share my point of view.
