I've only owned one Marshall, a DSL 401 combo, so I can't speak about "the Marshall sound" with full capacity. But, to me, my Dyne has that older Marshall vibe with a LOT more fullness and richness with the bottom end. It focuses more on the lower mids and is amazing. It's not flubby; it feels like a brick hitting me in the chest. BIG round sound. The Vintage Lo mode is the one I use the most. I don't much care for the Vintage Hi as it feels more compressed than I prefer. To get more gain out of Vintage Lo, I use an Xotic BB Preamp with its gain set at about 9 o'clock and all other knobs at noon. With my amp's gain set at about 1 o'clock, I get the tone I've only heard in my head for years. Speakers are definitely important, too. I don't care for my Dyne through V30s. I much prefer the WGS British Lead speakers. I get a smooth, creamy tone that feels like an endless supply of tonal bliss.
Tubes will also affect your tone. I primarily use Tung-Sol preamp tubes, with the PI slot as the only exception. I use a Sovtek 12AX7LPS there. There are many differing opinions for the power tubes. I currently use Tung-Sol EL34Bs. I've tried Mullard EL34s, and was not as impressed. However, my next experiment will be to use EH 6CA7 power tubes. Those are like a hybrid between EL34 and 6L6. Big bottle EL34 bias, but more 6L6 tone. I've used those tubes in a Carvin Vai Legacy and it felt like the amp was made for those tubes. It's also a nice choice if you can't decide which tone you like better. Sort of like the best of both worlds. I would avoid the JJ 6CA7s, though. From what I've read, they aren't nearly as good as the EH.
I've never used an attenuator with my Dyne. I once owned a Hot Plate, but got rid of it because of how it squeezed the tone out of the amp I used it with. The Dyne really starts to bloom with the master at noon or above. But, that's ear-splitting volume so I almost never get to crank it that high. Instead, I use the output volume of my G-Major 2 to control the volume when it's connected to my effects loop. Some will argue that you still can't get the full bloom of the amp that way, but all I can say is that it sounds better to me.
You can still check out the product demo video on Mesa's site (
http://mesaboogie.com/support/out-of-production/electra-dyne.html). It's not the same as in person, but it will get your ears in the ballpark.
Even though I recently got a new Triple Crown 50, my Dyne is still my favorite amp as far as tone goes.