the big one: how do you choose speakers? By what features, data?

Of course, it is the sound that matters the most.  But, one can only hear a small fraction of what is on the market.  I think that the best strategy is to find a way to go to an audio show so that you can hear a wide range of types of speakers and models.  One really should hear high efficiency speakers with low-powered amps, open baffle speakers, dipole planar magnetic speakers, satellite/sub woofer systems, omni-directional speakers, etc. to get a big picture of the kind of sound that appeals to you, as well as see specific models.  

A very important consideration is where you plan to locate your speakers because some models work well against the wall or in the corners and some require lots of room around the speaker, and some are not as picky as others about exacting location.  Any location restrictions should be communicated to the person who is showing you speakers.  Don't be defensive about the gear you have.  It is critical for someone selling you speakers to know what you have in order to make the right recommendation.  A local dealer in my area frequently does demonstrations to show customers planning on buying speakers that they are better off buying a different amplifier rather than speakers. 

I have found that there is hardly ANY correlation between speaker specifications and what they sound like.  The most important specification are physical dimensions (will they fit comfortably in the room), price (can I afford it), and maybe the efficiency and nominal impedance (will it work with my low-powered amps?).  Everything else is virtually meaningless. 

As for reviews, they are only a tiny bit useful and only if I have some idea of what the review likes (there are no such thing as dislikes).  I find negative inferences more helpful than what the review actually says--if someone who raved about Golden Ear speakers or Zu speakers raves about a brand I am  not familiar with, I am less inclined to be interested in that speaker.

You have received a lot of helpful advice above.  In particular, go listen at different shops and shows.  This is a learning experience, and the more you hear, the better you will become at discerning differences and the more confident you will be in your own judgment.  You will develop your own personal set of priorities.  I know my own priorities include speakers that sound lively and full at lower volume levels, not just when playing loudly.  That has steered me toward high efficiency models that tend to be more dynamic sounding such that they don't have to be cranked up.

Most of your auditioning should involve trying to replicate your home situation--speakers located similarly, you seated the same distance you would be at home, your own amp used for the audition, etc.  But, when you become experienced, you might also want to audition the speaker up close because "nearfield" listening reduces the influence of the room and you get to hear the particular characteristics of the speaker better and this is added knowledge--is the speaker well balanced?; are there annoying peaks and sibilance?; etc.

There are many high end speakers out there that deliver good imaging, reasonably good tonal balance, freedom from cabinet coloration, smooth sound, etc.  To me, the shortcoming of many, even very pricey, speakers is a lack of dynamics--it is not a case of not being able to play loudly, but a lack of realistic contrast between soft and loud such that one becomes disengaged from the music after a relatively short time.  Most of the truly dynamic speakers are high in efficiency because they don't require much current pushing through the voice coil to deliver a particular volume level.  The lower the current, the lower the heating of the wire and the less the signal is being compressed from increasing resistance in the wire as it heats up (thermal compression).  I have seen quite a few audiophiles have a "come-to-Jesus" moment when they first hear a very dynamic speaker system.  Many find the sound so compelling they jump on such speakers immediately.  I would suggest longer term listening because many such speaker have their own shortcomings--rough and peaking response, excessively hard-edge attack to notes, etc.  In other words, there are some possible tradeoffs that take some time to recognize.  

Yes, a good speaker will be reasonably competent with all types of music.  But, depending on a speakers strengths and weaknesses, some kinds of music may be a bit favored or disfavored by a particular speaker.  For example, the Zu Audio speakers are extremely dynamic sounding with the ability to deliver extremely sharp-edged attack to the notes.  They sound very fast and lively with demanding electronic/dance music.  But, that comes with a rough, peaky sound (prominent upper midrange and high end) that might not be so objectionable for that kind of music, but it may be less loved playing acoustic music.  

Every speaker has its strengths and sometimes that strength is anathema to some other quality.  The only way to get around this is to have multiple systems (isn't that a dream?).

I’ve heard horn systems work well in small rooms; they should not be ruled out for any situation.  Also many horn systems are really at their best playing softly—they deliver a lively sound at lower volume than other types of speakers.

Unless one is considering extraordinarily difficult to drive speakers and a requirement to play at extremely loud levels, I would expect 100 watts to be plenty, and, power is not a concern.  However, amps are critical to the sound of ANY speaker and quality of whatever watts it delivers matters a lot. 

I personally like low-powered tube amps the most, assuming they are used with compatible speakers, because they tend to be lively, engaging (keeps my attention), and at the same time do not sound edgy or hard and brittle.  Most high end, high-powered solid state amps are not offensive ((not "grainy" or "harsh" as some tube lovers claim, but, to me, they sound a bit lifeless and unengaging at lower volume levels.  I tend to not like most very high-powered tube amps because they have a hardness or "glare" I find a bit annoying in long-term listening sessions.