Tone of my piano

[happyhacker]

I have a Yamaha P115. When I practice with the headphones (who wants to listen!), I hear a nice bright sound. When I play with it's speakers the sound is much duller (bassy?). I thought it might be the acoustics combined with the room I'm in but I don't think so. None of the settings change that. I went to a shop and tried others e.g. a CASIO but that also exhibited a dull sound (to me anyway). I have tried a Korg and that was different and I liked it. Anyone have a similar Yamaha and experienced this or have an opinion? I'm a beginner.

[indianajo]

The difference between headphone sound, and speaker sound, is the quality of the speaker, plus the room acoustics.  
Reproducing piano sounds is one of the hardest things speakers have to do, and few do it right.  Piano has large volume variations caused by the attack ping, the few speakers or amps can do without IM distortion.  And piano goes down to 30 hz or more, which nothing smaller than a 15" woofer can do with any power.  
changing keyboards won't improve the speaker situation any.  For good sound, you need to port the sound out the headphone jacks to a separate powered stereo amplifier, then a pair of good speakers.  
I've found the best sounding combination in my price range ($1200 limit) were a pair of used Peavey SP2-XT speakers, with a CS800s amplifier.  These were nasty, covered in tobacco dust from the bar band, and the amp had some blown input resistors that I replaced personally. I paid $1000, and received also a nice mixer and a lot of other broken sound equipment needing repairs.   The new SP2G speakers which sound even better, were $600 each at the store.  A new CS600s amp was $1000.  
As far a specs on speakers, there is tons of data which means nothing IMHO.  You need to take a CD to the store of good piano sound, and listen for yourself.  In my flyover state, this limits the brands available, and the "hifi" brands at Best Buy like pyle were all ****.  That is how I ended up with PA equipment on poles surrounding my organ, projecting highs down at me on the chair in the good spot 10' away.  The room is 14'x10'x33', with a lot of sound damping material (bookcases, record racks, stuffed furniture and carpet) which design is another key to good sound.    
In the budget category, Peavey sells a monaural KB300 amp/speaker combination which sounds pretty good.  They also have powered speakers, with 15' woofers, but I haven't listened to these personally.  
There is a design feature that speaker manufacturers can use to get bass response out of 6" or 8" speakers.  Long channel baffling can improve bass response, at the cost of time alignment of percussive sounds.  So also test any prospective speaker, with a tight bass drum hit. I use "Woke up with Wood" track from ZZ Top Afterburner CD. A time mis-aligned speaker, will turn those tight drum hits into the sound "Boooiiigg".  This is a frequency sweep, with the different frequencies coming out to the listener at different times. The original sound, which you can hear on headphones, is "blam".    I don't want that time misaligned effect in a speaker. 
My High school buddy had some sort of Yamaha speakers with 8" woofers on his Yamaha keyboard I played, a midi encoder with aftermarket samples running from a PC.  The highs were pretty good, but the bass was lame.  He plays show tunes, so poor bass is fine for him.   I play Lecuona and Moussorgski pieces  that actually used the bass notes.  
Happy shopping.