Recommendations for speakers that sound great at lower volume levels.

Hard question to answer without knowing what kind of music you listen to and what your expectations are.  I've owned the SHL5s, but now I'm using P3s in the same room and I think they do better for low volume playing.  But, IMO, if your amp sounds good with your speakers at higher volumes, I'm not sure a more powerful amp is the answer for lower volumes.  A loudness control would be best, but alas. 

Interesting. I had no idea how much I would come to value the Loudness button on my new Luxman. One of my musician buddies called it a "guilty pleasure" the other day and I couldn’t help but laugh. I keep it on up through about 75db listening threshold, curious if that is "low volume" to many of you.....

@clearthinker I would say "had been denigrated by audiophiles" as to me it seems they are back in vogue just a bit. Look at PS audio YouTube vid on this concept.

Agree on the overall statement that Loudness + sensitive speaker is likely your best outcome.

Every single loudspeaker you will ever own will do the same thing. Actually, it is not the loudspeaker. It is your ears. Better yet , it is everyone's ears. Google Fletchur-Munson curves.
What you need is loudness compensation. Older preamps usually offered a single level loudness filter but in the "No Tone Controls" era the filter was dropped. Consequently, if you want a recording to sound right you have to play it back at the volume it was mixed at which depends entirely on the mastering engineer. Loudness compensation will give you a lower volume that the recording will sound "right" at. In the digital era this is easy to do without adding distortion and ruining the image. Those with room control can program their own loudness curve into one of their presets for times when they do not feel like shaking the shingles.

A great low volume speaker is a pair of stand mount Fritz Carerra BE Speakers.  I recently picked up a pair and they are fantastic.