It doesn't have to be too expensive, but it can't be too cheap and still sound great, or you just don't know any better due to no experience with better sound and just think it sounds great. For example, I had a nice yamaha home theater amplifier at home with decent Klipsch speakers and when I started watching movies and listening to music with my (now) wife on it she always said it sounded "fine" whether I had a 128kbps mp3 playing or a Telarc CD. Fast forward a couple of years (living together) later, I would start a movie and she would go "Hey, what is wrong with this movie, it doesn't sound that good." "Sorry honey, it is dolby stereo, not DD/DTS as we usually have." or "What's wrong with this one now, the sound sucks" "Sorry honey it is a rip with re-compressed AAC audio". So both a good system and experience with it are required for someone to appreciate the increase in quality. That said, it is only cost effective up to one point and you can certainly get 95% of quality by spending under $500 for a 2.0/music setup or under $1000 for a 5.1/home theater setup (even less if you don't care much about explosions and skip the separate subwoofer), and I usually brag about how LITTLE I paid for that nice Klipsch center speaker on a woot deal and for the 2nd hand L+R.