While there are many good suggestions here, for truly good lower level listening, you need either a speaker that will allow you to adjust the tweeter, midrange, and woofer levels, or you need a good quality equalizer.
This is due to Fletcher-Munson which cannot be ignored if you want quality listening at low levels. Highs and Bass will need a slight boost for the frequency response to be "heard" accurately.
Nearfield listening will also help, but not like adjusting the speaker, or quality equalization.