Grilles on... Advent 5002's look HORRIBLE without the grilles. Especially mine. Some of the paint on the woofer frame is peeled off, and the grille frame lies flush with the rest of the cabinet, so no grille reveals a black painted, recessed, atrocity. I like the sound, but not so much the grilles off looks.
However, it depends on the speaker. If it was wood veneer all the way around, front included, with the grilles extruding from the front, the grilles would be off.