Speaker grills

Off when playing. On otherwise to help prevent yellowing of the PP woofer cones from sunlight.

Makes an audible difference to me in the treble. Infinity RSIIb.

Off when in use and on when not.

For Sennheiser HD600 headphones the answer is definitely without grills.

Off: When listening on the weekends! Or impressing fiends during the weak....

As a rule of thumb, most speakers sound better with the grills off. I have the optional grills for my Magico S5's & found this to be the case. However bare in mind some speakers have been designed such that the speaker grills are an integral part of the design. Two such examples would be the classic Infinity Renaissance series speakers & most of the current Avalon models. Ultimately you'd have to a-b test the speakers with and without the grills to know for sure.