this depends on the speaker designer's intentions. I have Vandersteen who strongly recommends them on - the grills are a part of the performance design as well as aesthetics.
Depends on the speakers. When I had the original Dyn C1's they sounded much better with the grills off (soundstage got wider and ever so slightly clearer sounding). Then I upgraded to the C1 Signatures and the grills on or off made very little difference. I usually left them on the Sig's to keep the dust off the drivers. My current speakers have no grills.
In my case I have always found that the music sounds better with the grills off. When I remove the grills it sounds like a veil has been removed and I'm a bit closer to hearing the music a bit clearer. If I owned a speaker where that was not the case I would deffinately leave the grills on.
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