The B&W FPMs have exceptional SQ for an on-wall. They are a little pricier than some of the others mentioned (~$560ea, after discount), but more than worth it, if your budget can handle it. The Paradigm Millenia have been getting good reviews, but I haven't heard them and are in the same price range. They probably aren't as good, though - just don't have enough driver area. The Mythos are pretty brittle sounding, not fun to listen to and just passable for movies. Magnepans are wonderful with a good sub, if their style suits your taste. The Paradigm Cinemas are all around good performers, but don't really come near the performance of the FPMs. Triads are right up there with the FPMs, but are also a bit on the expensive side at $550ea(?) for their lowest model - but color-matching is included, I believe. Phase Technology has some interesting looking on-walls called the Arte at around $500ea. I've always been impressed with their products, and their in-walls are excellent. They're known for getting good bass AND pistonic behavior (tough to do) out of smaller drivers, so they should be awesome - right up there with B&W and Triad.
The other brands basically designed on-wall speakers to fill an emerging market, but didn't really bother to engineer them nearly as well as the other brands I mentioned. Most of the R&D cost went into the aesthetics. This is reflected in the two different price ranges and driver sizes - ~300ea versus ~500ea and 3-4" versus 5-6".
If you can reach the upper end of the market, go with B&W, Triad, or Phase Tech. If you're in the lower market, go with Paradigm Cinemas or Magnepans (if the style works for you). If I was in the lower market, I'd definitely order some HTD Flat Panels, because they offer a completely free 30-day trial - nothing to loose, really.
Oh, and KEF's KHT series might be something to look into, but I haven't heard anything about them, nor am I familiar with their sound.
Oh and Atlantic Tech's on walls are very good - can't believe I forgot about them. They're in the upper price range, too.
Oh and the Angstrom Sonatas have gotten pretty decent reviews. They're harder to find, but they're in the lower price range and should compare favorably to the other two options (Paradigm and Magnepan). They do a good job at avoiding harshness that a lot of on-walls have, and end up sounding soft as a result. But they do have a nice soft warm melodic sound to them. They are definitely geared for music and not movies. They don't grab your attention, and the sound tends to sort of float and blend. Probably excellent candidates for background music and easy listening.
Oh.. and
http://www.hometheatermag.com/inwall...tem/index.html
http://www.hometheatermag.com/loudsp...sch/index.html
http://www.hometheatermag.com/comple...tem/index.html
http://www.hometheatermag.com/inwall...6bg/index.html
http://www.hometheatermag.com/comple...uty/index.html
http://www.hometheatermag.com/inwall...rom/index.html
http://www.hometheatermag.com/inwall...rio/index.html
http://www.soundandvisionmag.com/spe.../right-on.html
http://www.soundandvisionmag.com/equ...-the-wall.html
I disagree with their impressions on the Mythos, I didn't hear the warmth, yet heard the opposite. The environment wasn't overly reflective either. Maybe they were defective? Or maybe they're just wrong. Maybe the off-axis response varies quite a bit, or maybe they get harsh unless driven at low volumes, or maybe they have bad distortion in the presence region - who knows.