Grills ON or Grills OFF?

Depends upon the speakers.

I have owned three speakers that would either require major surgery to remove the grills or were designed to be listened with the grill in place. The Mirage M760 were designed to be listened to with the grill on. Same for the rest of that series. The Mirage M5si grill sock could probably be removed but they probably wouldn't look so hot with it removed. Same is true for the rest of the M and Msi series. The Intuitive Design Summits are voiced with the grills in place and are purposely very difficult to remove. In general, I prefer to listen with the grills off. But as Onhwy61 states, it depends on the speakers.

It really depends on the speakers. When I had Dyn original C1's the soundstage really collapsed with the grills on. When I upgraded to the C1 Signature the soundstage doesn't collapse but if you 'squint' you can hear the highs get ever so slightly roll off. Me personally I like the grills off more for looks. OTOH when my grandkids come over the grills are ON.

My current speakers are designed w/o grills. Prior to that my Dynaudios and Vienna Acoustics sounded best with the grills 'OFF'. Grills should only be used for shipping to protect the drivers from packing mishaps or young children.

I can honestly say that I don't notice any difference in SQ between grills on or grills off. But, having said that, I prefer grills off. However, I notice that i'm indifferent when using my system for movies. However, for whatever reason, when listening to music I much prefer the grills off. Just seem to enjoy the listening session more when I'm looking at the actual speakers.