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Once you begin hunting for your next set of speakers, you'll find most speakers found in chain stores look very similar (if you were to cut them in half, you'd see the similarities continue within the internal speaker cabinet as well). Lesser speaker cabinets will have MDF (Medium Density Fiberboard) cores, and be covered in vinyl to look like your favorite wood or to blend into your black home theater. These lower-end speakers rarely have internal bracing, or high-quality crossovers.
As you climb the ladder of speaker cabinet craftsmanship, you'll start to see some changes. Thick plywood cores, real wood veneers, heavy internal bracing, and better quality crossovers are the norm. Climb higher still and you'll see the use of exotic materials and advanced cabinet construction. Some high-end manufacturers will even build custom speaker cabinets to match home decor. The best speaker for you can be decided by assessing what's important to you in a speaker (some people are willing to take a hit in the performance department if it means they'll save a few bucks.
*Be aware that if a speaker manufacturer is skimping on cabinet materials and crossover design they're likely cutting corners in other areas too.
3/4 inch MDF is the standard for speaker building. It has the best dampening characteristics of all readily available building materials. It is more expensive than plywood, but sounds better and is easier to work with. Finishing techniques for MDF speakers are widely available on the net.