Generally speaking if you do have to play the speakers at volume, lower efficiency speakers have something called 'thermal compression' where the voice coils can heat up, significantly curtailing musical peaks.
But if size is an issue and your room is not large (and so not requiring a lot of power), a lower efficiency speaker can offer better bass as Al pointed out.
But a nice sub option if space is an issue is the Swarm by Audiokinesis. It is 1 foot square by 2 feet high so its not the smallest sub around and there are 4 of them to be used to kill standing waves in the room. But they are unlike other subs in that they are designed to be placed directly against the walls, and work best if asymmetrically placed. So they can work very nicely in a small room. This allows you a smaller or more efficient main speaker, since that speaker only need to down to 80Hz.
But if size is an issue and your room is not large (and so not requiring a lot of power), a lower efficiency speaker can offer better bass as Al pointed out.
But a nice sub option if space is an issue is the Swarm by Audiokinesis. It is 1 foot square by 2 feet high so its not the smallest sub around and there are 4 of them to be used to kill standing waves in the room. But they are unlike other subs in that they are designed to be placed directly against the walls, and work best if asymmetrically placed. So they can work very nicely in a small room. This allows you a smaller or more efficient main speaker, since that speaker only need to down to 80Hz.