Rrog,
Inna's thread is titled "soundstage depth and width." My take on "soundstage width" is sound that extends outside the stance of the speakers... "Soundstage depth," then, would be the other axis, if you will, of the stereo image: that which extends both out into the room and beyond the rear.
And no, I most certainly do not get the illusion of depth on all recordings. The Jethro Tull "Aqualung Live" album that I bring up in another thread, for example, has a very spacial (deep and wide) quality to it, whereas the vast majority of my The Smiths bootlegs have relatively zero sense of depth (as you can imagine).