Good music shouldn’t be played at low volume. Even on a good set you lose the quiet parts. The loud parts are supposed to be loud. They didn’t teach me that in music appreciation in school. Idiots. Rock and roll taught me that. Thank you, Roy Orbison. 
I’m listening to Bocelli right now. Yummy!
Peace,
mangeorge
Whether it sounds better or not, music should never be played loud enough to disturb your neighbors…or rattle my windows as you drive by. This is why Karana invented headphones.
Thank Paul Butterfield. His album East-West (a truly great album, BTW) was the first to have the notice “This record is made to be played loud.”
Of course, five years after it came out, that phrase was considered the guarantee of a crappy album. 
In any case, there’s loud and there’s too loud. In the latter camp was the Mahavishnu Orchestra, who played way past their audience’s pain threshold.
That’s common courtesy. And not limited to loud music.
I didn’t fully appreciate Stevie Wonder’s ‘Superstition’ until I heard it really loudly on a good stereo one day.
WOW.
It blew me away. It’s now one of my favorite songs ever.
…and apparently very VERY gay.
Yeah no kidding! 
And that would be common sense.
But, a teeny bit of window rattle when Orbison (crying), or Pavarotti, or Eddie Van Halen hit a beautifully sustained high note can’t be all bad.
Let there be Korn Dirty Words Here.
Some of my homies.
LOUD IS DIFFERENT THAN IT USED TO BE
Nowadays, most mastering crushes the dynamic range out of music. It’s all loud, all the time, there’s no subtle differences in volume. There have been a lot of articles talking about this in the recording trade magazines, but not many people are mastering with the range of a CD in mind.
LP’s had a dynamic range of about 55 dB’s. That’s the range of softest to loudest sound.
CD’s have a dynamic range of 94 dB’s.
But, with most people listening in a noisy car, or on a boombox, the softer parts can be too soft, especially with classical music.
And mp3’s, well don’t get me started!
Radio stations also compress the dynamic range, some pop stations do it a lot.
Most people listen as background, the way I am currently listening to the Newgrass Revival as I am typing this.
But, a little while ago I was JUST listening to the music, not reading or doing anything else.
I ask my music students if they listen like that, and I’m pleased when some of them say, “Yes.”
If you haven’t done it for a while, try just listening. You’ll probably like it!
I was just thinking about this on the drive home today - I had the iPod on shuffle, and Johnny Cash’s cover of “Rusty Cage” by Soundgarden came up. Now I like the original, but day-um if Cash’s version doesn’t sound badass turned up real frickin’ loud.
The teenage girl who took my order at the Starbucks drive through didn’t think so, but who gives a damn. (Edit: lest anyone think I’m a complete douche, I did turn it down before I pulled up to the window. But I think she took umbrage with my taste in music, not my taste in volume.)
I have broken this rule many times.
I have been deeply sorry about this, and have tried to amend my ways.
I’m going on 6 months without a neighbor banging on my door demanding I turn it down.
That’s a victory, for me, at least. I’m at least a bit more domesticated than I was 6 months ago. I’m sure my neighbors appreciate it.