Mac audio output is average at best, so you need to consider an external amplifier and speakers. I could rave about what I've got set up from my eMac but, basically, it's a cheap (free actually) Aiwa unit feeding Technics SB-CD 911 speakers. I'm very happy with it.
You could spend a small fortune on an audio setup for your Mac, and it depends a lot on what environment you're using, ie, the room and its dimensions etc. I suggest you look through the threads on Music Audio & Podcasting on this Mac-Forum. There are more opinions than hot dinners so be wary of exaggerated claims.