Generally speaking, my observations have been that if you want depth, you need to treat the area between the speakers and behind the listener. Diffusors between the speakers, first reflection, etc.
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?