good lord, THD .... I remember the THD wars in the late 70's for home equipment. The manufacturers had everyone believing ultra low THD was the end all and be all. Unfortunately, they created extremely low THD by increasing the global feedback in the circuit - this created other problems. THD kinda blends in with the music, since you are just distrorting a harmonic - the distortion that is really more audible is TIM or transient intermodulation distortion. TIM is caused by the addition or subtraction of two or more frequencies being played - so it has NOTHING to do with the fundamental wave or any of the harmonics.
As for speakers, they are chocked full of distortion causing elements - it's just something you have to live with, since that .00000001 % THD amp is pretty worthless until you hook it up to some speakers.