Looking for speakers for my 4W SET amp

Another vote for Omegas.  I've spent time with Heresys and if you want to "rock out" then those should be considered as well.  The Omega's have a purity that the Heresy's lack, but the Heresys will definitely play louder and do a better job of unravelling complex music if you listen at higher volumes..

I've got a pair of the Zu DW's as well, they are closer to the Heresy sound.  A little more raw, more bass, but they are fun, especially if you want to just turn the volume up and spend less time in the listening chair enjoying the nuances of a recording.

Charney audio is the best or VoXativ

Thanks guys.  I think I'm leaning towards the Omegas.  I listen mostly to jazz and classical so I think the Omegas would fit the bill.  I'm looking for a clean detailed sound with good separation of instruments and 3D soundstage.  Any thoughts on which Omegas?  I initially was drawn to the Junior XRS but now I'm looking at the Alnico monitor and the high output 3s.  Would they have enough bass without a sub?

" Would they have enough bass without a sub?"

That's a totally subjective call.  What's good for one person could be totally inadequate for another.  Also room size and placement and room treatment will play a big part in this.  If you haven't already, you should go to the Omega forum...there's lots of discussion about the different sounds of the various drivers.

Yes, Charney is great, and so is Voxativ, but, I think both qualify as "break the bank" (five figure systems).  For around $3,000 (new), Tekton Double Impacts and Rethm Bhaava are among the best high efficiency systems at less than crazy prices that I've heard.

There are terrific sounding moderately high efficiency systems that would work with a 4 watt amp, such as Audio Note speakers, but, extremely high volume levels cannot be attained with just 4 watts.  

I have not heard any low-cost single driver system that I really liked.  All of the really good ones--e.g., Charney and  Voxative systems, are not cheap.  I've heard some nice systems that were custom-built utilizing single drivers, but, the ones I find acceptable utilized really expensive drivers (AER, Voxativ, G.I.P., Feastrex).