Very often, the differences people are hearing between vinyl and CD are more to do with the way the recording has been mastered (separate masters on CD and vinyl, so effectively two different recordings).
I don't like to draw conclusions over which is better sonically. Vinyl can sound amazing, but can also sound horrific if pressed badly, or played back improperly. CD can sound better in some ways, worse in others, and is also at the mercy of the quality of the mastering/recording!
I enjoy vinyl for the 'event' of putting on a record - nothing comes close to it. Unfortunately my Rega tonearm is knackered at the moment, and I can't currently afford to replace it with the tonearm I want, so at the moment I'm listening off Technics 1210s (the same ones I use for DJing - which are okay but nothing special sonically).