Ok, I'm preparing myself for an onslaught of abuse for this one but here it goes. Your room could be to blame. What you here coming out of your speakers is not usually what is going on with the actual recording. Acoustically treating your room can stop things that color the sound you hear that don't really exist. Don't believe me, ever record something that sounds great and you take it to a friends house and it sounds like s***. Check out
www.secretsofthepros.com or the book acoustic design for the home studio by Mitch Gallagher for more info. Loud audio in a small room can create a vortex effect that is very weird to say the least. First reflections and standing waves cause problems to. This is all assuming however that your speakers aren't just being pushed way harder than they can handle. Lots of people think speakers rated for high watts with a weak
power amp are totally safe, not the case. In fact, the opposite is true. You want more power from your amp than your speakers can handle. This is because when a power amp reaches a certain level and can't push clean audio anymore it distorts at the amp, not the speakers. The speakers distort and literally rattle themselves apart. True, you can blow speakers apart that get to much power from the amp, but that is obvious right away, the slow death rattle is way more subtle. Clipping, by the way, usually happens when something is being pushed to hard.