I echo Kchahoc's and Bigbry's advice. Speaker/furniture/room interactions affect soundstage in a big way, as does listening position. You need air behind and around the speakers and you need to sit about as close to them as they are to each other. This is vital.
Drr diamond's recommendation of SACD is probably good if you can find the music you like. Nothing digital beats a good LP for soundstage depth, but anything is better than redbook CD. Even the occasional great CD on a high end system suffers from a certain two dimensional flatness. Your ears are obviously good enough to have noticed, hope your wallet won't mind!
