Higher efficiency speakers have no edge sonically. Their main benefit being that they are easier to drive, so they are available to be used with a wider range of amplifiers. The less efficient a speaker, the more careful you have to be in mating a amp for best sound. In general, there are good and bad sounding speakers that have high and low efficiencies. So the efficiency rating has nothing to do with sound quality, only amplifier selection really.
An analogy: look at the speaker efficiency rating as you would the miles per gallon rating in a motor vehicle. A vehicle with a MPG rating of 28 is not necessarily a better vehicle than one with a rating of 20. It may not even go further, depending on the size of the gas tank (amp). A higher MPG rating (efficiency) and a large gas tank (amp) will take you farther (max spl), but may or may not be, in comfortable style (sound quality).
I hope this was helpful.
Regards,
John
BTW, they usually save you money on amps. Because you won't need much to drive them, even if you don't go the SET route, you can buy a company's less expensive 60 watt amp, instead of the same company's more expensive 300 watt amp.