What should be my next upgrade? Speakers?

First, there's not enough information on your scenario to recommend changes. Simply recommending changes to ANY SYSTEM, without knowing all the variables that are involved, is like driving blind-folded! More info needed on your setup and life-style habits, I'm afraid.
I mean, what is your application and life-style with the system? Do you do movies only?...or what ratio to movies/music? Do you sit between the speakers, or do a multiple seating? Do you move around the house listening to music with the system, or are you always anchored in your seats. Do you rock and roll, or are you a low volume listener. What are the acoustics in your room like?
Personally and professionally, I don't see how anyone could possibly offer you remotely any kind of sound advice with what we know from the data you've presented!
It is quite posible, that with your setup, room, acoustics, lifestyle, and budget, that some of the pieces you have are excellent choices! Then again, they might be the worst ones also. Again, not enough info to assess. I, for one, would want to know more before I said, "do this upgrade, that change, or this modification, etc."
Can you tell us more, please???

Thank you.
OK looks like your system is set up on the longer wall, which can likely help your cause somewhat, acoustically.
I pesonally like your Klipsch's in your system/setup, as they do so many things well for what you have going. They are focused, and VERY efficient and easy to drive with a reciever, and they match well with your NAD.
Klipsch's are traditionally a bit bright, but they match with the smooth NAD, your monster cabling (Don't listen to those "anti-cabling" nay sayers - lol), and you can tinker with toe-in and such for best sound. Basically, the Klipsch's are strong dynamically, and offer good detail for the money. I do like em for HT dubties in the right system.
Yes, you could change speakers for more refinement, but you might easily run into trade-offs and sacrifice CRUCIAL dyanamics, focus, and efficiency in a receiver based system, and simply be tading one improvment while sacrificing in another department. Basically, the Klipsch's, yes, are strong HT candidates for the money, IMO. So, I would say you're fine on the speakers for a movie system, if push comes to shove. I say this and I've some rather expensive speakers in the past, including the likes of Sonus Fabers, Infinity MTS's, Theil's, Merlin's, Dunlavy's, and other. I've also had the Klipsch's in my systems, yes. (although, as an audiophile purist, I like tube gear ideally with horn speakers)
I would say I'd recommend you might focus primarily on upgrading your projection system for more immediate impact/improvement to your system. Getting into Blue-ray and 1080p, with a good sized screen would be my goal, if it were me. I think you'd get the most boost in satisfaction from the system.

That all aside, as for those who are recommending against cable considerations, my 20 years around all this, and hours and hours of dealing with professional audio equipment engineers who think that cables don't matter, my experience is that their systems always sounded mediocre to poor, at best!
Yes, it all very much add's up, and should be considered - regardless of what short-sighted, biased engineers and novices might lead you to think...wires matter!

"Re cables, for a good read that was written by a person who is both a noted authority and someone who sells (non-cable) product to both the audiophile and professional markets"

Oh oh! Looks like we gotta "cables do/don't matter" war brewin again!- lol.
For all the sides of that debate, just dig deeper into any audio forum, and I assure you you'll find one!

I've said it for years now..."show me someone who thinks that cables and wires don't make a sonic difference, and I'll show you some who's own system sounds mediocre to down right aweful at best!
I would name a few professional otherwise award winning engineer's names, but I won't to protect a few ego's. LOL!