When I'm not thinking about whether or not my system sounds good!
While that's a bit of a tongue-in-cheek answer, there's a large element of truth in it for me. I know that my system sounds good when I'm able to fully focus on the music itself, rather than the reproduction of it. When I'm not thinking about things like depth, image, tone, timbre, soundstage, clarity, resolution, etc., but am actually wholly engrossed by the music emanating from the tools used to produce it, then things are good. After all, that's all this stuff really is -- mechanisms to achieve an end.
I also like to go out every once in a while and "cleanse my palate" by listening to other systems, or actual live (un-amplified, if at all possible) music. The systems I try to listen to are the TOTL I can audition, even if they're unobtanium; it at least gives me a frame of reference for the apex of the art, and allows me to identify deficiencies I may be able to correct in my own system/room.
Other than that, I try not to obsess over it. It's a fine line between enjoying the music, and enjoying the mechanics of its' reproduction. I find more enjoyment in keeping myself primarily focused on the music side of the equation...