Although I do listen to my system at high volume on occasion (not anywhere it would attract attention, tho), I put it together for SQ.
Having lots of power and good equipment will make the music sound great at high and low volume levels.
I'd agree with Dave that blasting a stereo all of the time just advertises that you've got something worth stealing. I've seen it happen quite a bit. They ususally learn their lesson after their stuff gets stolen for the second or third time.
