All of the advice offered in this thread so far is quite good. Here is my take:

Really get to know the room you will be placing the speakers in (dimensions, materials). How much flexibility do you have for placement (near wall, on wall, in wall, how far can things be moved to find the right placement)? Changing the speaker and listener placement by just a few inches or degrees can dramatically alter the sound. What is your preference for sound - fill the room or pinpoint imaging and detail? If you work with a retailer, a good one will want to know details about the room and what is in it. A speaker works with (or fights) the room (and its contents) and the combination of the two is the biggest impact on what you hear. The different manufacturers and models target different room sizes, placements, and customer demographics. Price is a result of technology/engineering, manufacturing quality/materials, and distribution model - any of which may be more or less important to you. The best speaker for your space and ears won't necessarily be the most expensive you can afford.

In my personal space, which is a dedicated listening room that can accommodate acoustic treatments, I spent half on the speakers and half on room treatments. If I could have picked a different room it would have higher ceilings, more depth/length, and more symmetry.