There's no one answer fits all. All the components in the chain as well as room acoustics, speaker placement etc. play a part. It took me over 40 years of learning, trial and error to put together a room and a system that sounds "3D" with pretty much any recording, and cost played a small part, but was not the deciding factor. Knowledge, experience and knowing what to do and look for is the key.
3-Dimensional Soundstage
I have appreciated a quite nice separation of instruments in my system's soundstage. I have read many times about people experiencing depth in their music and have never appreciated this. I was talking to an audiophile friend this week about it and he brought up the fact that recorded music is a mix of tracks and how could there be any natural depth in this? If there was a live recording then yes, it is understandable, but from all studio music that is engineered and mixed, where would we get depth? Are the engineers incorporating delays to create depth?