What is the least compressed signal?

Well, not just the source but everything matters. Everything. It is literally endless. Just for starters consider that your speakers are "hot-rodded" which means someone figured out that to get the most out of those speakers you first need to change the speakers themselves! Internal wiring, discrete component selection (better caps, etc) on and on. Speaker cables, interconnects, power cords, fuses, cones- on and on. 

Do enough of these and your speakers will be sounding so much better you may eventually come around to understand that when it comes to getting great sound the speakers are no more important than anything else. They just happen to be the last link in the chain.

In terms of the best least compressed source though I think its pretty obviously the direct to disc LP. With direct to disc the signal goes directly from the microphones through a mixer to the cutter. Not a lot are made because its so difficult. Not many recording studios adjacent to cutters. Each side must be cut beginning to end complete. Not a lot of performers these days capable of playing 20 straight minutes. If its more than one song they have to physically play however many songs one after the other, no stopping, there is no "Pause" when cutting vinyl. 

So the music selection can leave a lot to be desired. But hunt around, check out Sheffield (they did a lot) and when you find one it will not take long for you to appreciate what I'm talking about.

ddjr, I believe what your friend was attempting to tell you was that radio is typically not a great source in terms of quality. Seek a more direct source, such as LP, digital file, or streaming audio from a good source like Tidal or Qobuz.  There will be a world of difference in sound quality! You will be shocked! If you enjoy listening it will be well worth the money and time invested.  :) 

As an example, if you were to hook up a CD player directly, you likely would hear a radical difference between sound quality of a CD played back versus same song on radio. Note that cables make a substantial difference in the resultant sound quality. 

Here, read this:
https://grimesaudio.wordpress.com/2018/10/23/the-loudness-wars-a-brief-history/

Also google "loudness wars" for more, including the BBC's samples of Thriller.

My advice is go back before they started  "remastering" everything, especially CDs but also LPs, SACDs, SHM-CDs from Japan, Hi Res Downloads, you name it. Cassettes did not suffer this overly enthusiastic compression which is why they sound full and dynamic.

If you are talking about dynamic range I suggest you look at the DR Database website. Some CDs have DR that  matches the LP of the same recording, sometimes it's the other way around. Some recording have limited DR regardless of the format. Generally a radio broadcast is not high fidelity in many or most areas of sound quality including dynamics.

BTW the bit about using the speakers as they were intended is BS. Use them for what you like. But if they are dynamic speakers then a limited dynamics source won't push then to their highest capabilities. 

Seems a bit condescending coming from a friend. Speakers are meant to be used to listen to music regardless of the source .. it’s their sole purpose. Listen to whatever makes you happy whether it’s from radio, Spotify, Pandora, CD’s, or LP’s. There is joy regardless. Yes, you can feed those speakers a better signal than what radio delivers and hear what they are capable of. In the digital realm CD-quality and/or better will sound excellent compared to radio streams. For streaming, Tidal and Qobuz offer the highest quality if you care to pay for it. Apple Music, Spotify (paid), and the like sound pretty good for lossy-compressed music. Each service offers a free trial .. try them all and see which one suits your taste. Enjoy yourself.