What I've done is to use Audacity (free software) to cut specific excerpts from my favorite tracks, and create my own 15 min CD for auditioning speakers/components.
Besides the usual music, other recommended tracks include the Phase Check and LEDR Test tracks from the Chesky Audiophile Test CD Vol. 1
http://www.amazon.com/Chesky-Records-Sampler-Audiophile-Compact/dp/B000003GF3
As mentioned elsewhere, the most important thing is listening to tracks/excerpts that you know VERY WELL.
Besides the usual music, other recommended tracks include the Phase Check and LEDR Test tracks from the Chesky Audiophile Test CD Vol. 1
http://www.amazon.com/Chesky-Records-Sampler-Audiophile-Compact/dp/B000003GF3
As mentioned elsewhere, the most important thing is listening to tracks/excerpts that you know VERY WELL.