What to listen for when setting VTF?


I've read that folks fine tune VTF by ear, so was curious what you listen for. How does more or less VTF affect sound? Thanks.
gbb
Raul makes another good point. I'm not familiar with the Zu version of the Denon 103, but the normal versions of that cartridge are not an ideal match for lighter weight unipivots like the JMW 9. Compliance, while not actually as low as Denon's quoted 5cu, is still lower than optimal for this tonearm. That can affect tracking.
I added a 5g headshell weight to my VPI and the problem went away... Now I get no distortion at 2.2g for those records. Thanks again for the help.