I did too - that's effing amazing! I think I just blew up my computer sub listening to that!
Listening on headphones is almost always the best way to get the closest to what recordings sound like.
WHen you play them back through "other speakers" the recording "takes on the sound" of the new speaker system.
Basically it is called "generation loss", which is an older term for testing quality of tape decks, but still is very relavent to loudspeakers.
If you REALLY WANT TO BE AMAZED, try it with your speakers (whatever they are) and see how QUICKLY you can't even recognize the song any more.
Play a track through a single speaker with mic in front of it.
Then play the recording back through the same speaker (and mic) and record it. Now play the new recording back through the speaker. Repeat as needed until you start to laugh-OR get really MAD----------------
This is a good way to get an idea how accurate the loudspeaker is. The more accurate it is, the less coloration it will add each time.
If it is bad-you will really hear it after just a couple of times.
Most headphones (even cheap ones) are much better than stand alone loudspeakers.