IMHO, Kr4 and Shadorne got it right. IME, speakers usually sound better without grills, either because of vibrations or frame diffraction, but I have heard exceptions. For example the Thiel C2's grill was in essence an extension of the baffle, contributing to smoother less abrupt diffraction.
Grilles or No Grilles
I've always found that 'no grilles' leads to a more accurate listening experience. I've had many different speakers using many different grille cloth and components and always, no grilles works better for me. Often many of my friends find that a WAF means grilles on. What do you think?