Speakers that rock? I presume you mean "speakers that rock other than powered speakers and horns".
Many speakers have headroom and don't compress, for example, my old Revel Salons and Vienna Acoustics Mahlers, but in order for a speaker to really go loud and still sound good, it also has to be efficient so it doesn't have to be run with high-wattage amps that use feedback. Examples are some of the bigger Wilsons and the Escalante Fremonts. I regret parting with my Fremonts (I did so for aesthetic reasons). It took me awhile to get them dialed in, but once I did, they were fantastic - good God they're explosive and go loud cleanly. Unfortunately, none of these speakers fits your budget.
Of course, if you really want to rock, big horn systems and powered speakers like ATC's are the easy answer. Perhaps you could find mid-level ATC's at near your budget.