Nothing is so absolute. Many speakers are designed to perform better with the grills on to minimize edge diffraction on the drivers as Racarlson pointed out with his Paradigms. In contrast Israel Blume's Coincident speakers are designed without grills. Enjoy!
Speakers sound better without grilles?
I've noticed that my NHT SuperOnes subjectively sound better when i remove the grilles. Specifically, the off axis sound from the tweeter seems better. This is most noticeble if i'm sitting in between the speakers very close to the speaker wall (since the speaker drivers aren't pointing directly at me) The highs just sound clearer and brighter. Is this normal? Also, are speakers supposed to have the grilles on or is just for looks?