Anyone else feel like they are “transported” INTO the music

Sure! Happens with speakers and happens with headphones if the source material sounds right. 

Thanks all for the interesting comments and suggestions—made me listen to some new music. Loved the concerto for 4 harpsichords—the 4 are nicely spaced across the sound stage and really fun to hear the weaving amongst them. Agree some of the most gorgeous separations of instruments is in acoustic chamber music settings. Also great with any quality jazz recordings like pretty much anything with Diana Krall—esp singing with bass and guitar on Love Scenes, and harmonies on Wallflower tracks. Newer stuff like Yoyo Ma et al Not Our First Goat Rodeo fantastic. But older stuff like Peter Paul and Mary Don’t Think Twice great, with Peter and Paul guitars leftish and rightish, their lvoices right and left and Mary’s smack in the middle are lovely—you can really hear the detail in the harmonies. And fun to separate voices in close harmonies like The Judds or Girlyman (eg, St. Peter’s Bones) tracks. Took me a while to get my speakers and sub spacing just right—speaker fronts about three feet from back wall, about 9 feet apart, listening chair a little more than equilateral triangle away. Small changes in chair distance can tighten up or separate music elements to my liking. I have a wide screen TV in the middle I cover with a heavy quilt for serious listening—much better midrange clarity. Thanks for your thoughts and letting me share some of my guilty pleasures. 

And teah, that Ry Cooder solo is haunting and resonant just to the left of John Hiatt vocal in Lipstick Sunset. Thanks. Love the gift of music unheard. 

After many years (i,m 74), I have simply settled on ’Involving’. Entire system; individual piece, proper engineering, great recording skills .... the equipment disappears.

Transported by system (and content): yes

You cannot be transported by a single piece of equipment, but you can find it more involving than that

For those who---like I---love counterpoint, the Bach Concerto For Four Harpsichords is the most intense and insane example of it you will ever hear. Yes, keeping the four strands of musical lines separate is work, but it's a labour of love (no reference to Nick Lowe ;-) .