Not your everyday bookshelf speaker?

You might want to take the line out from the Sonos and run the line level signal into a powered monitor. (This preserves the "hands off" automation of the Sonos, since these are usually signal sensing, auto-on devices). IME, this can be a high value solution for improved SQ via Sonos.

Powered pro monitors usually offer great value, if you can live with a plain cabinet. I use the M-Audio BX5a in my kitchen and get great results for a $200/pr investment. KRK makes a similar series of products that are highly regarded. You can find improved cosmetics at a higher price from home audio producers like Quad and Paradigm (discontinued, I believe - but likely available used).

I think that NHT still makes a reasonably priced option and Audioengine's offering has been well received by some here on A'gon.

Good Luck.

Marty

Reference 3a makes some excellent stand-mount speakers that are very efficient. Not cheap, but high value.

http://www.stereophile.com/standloudspeakers/1205lipinski/

A bit of clarification re: my post above.

I think folks have identified some very good monitors here (specifically, I really like the Lipinskis), but....

IME, the amplified Sonos Zone players always sound a bit tinny, regardless of how little they are stressed by a speaker's load. More sensitive speakers aren't IMHO the answer here. Worse yet, better (more revealing) speakers are simply likely to make the internal amp's shortcomings more obvious. That's why I suggest bypassing the amp entirely (or going for the unamplified zone players).

A powered ZP is fine for casual listening, but if you're looking for something that allows real scrutiny, I'd go for an external amp or powered speakers.

If your budget allows, powered speakers from PMC or ATC are excellent choices, as well.

Marty

Bookshelf and efficient with any kind of bass is somewhat mutually exclusive. The NHT Classic 3 is an excellent bookshelf speaker, but only about 89 db efficient, which isnt bad but it sounds like you are looking for more. So why not try powered speakers like AudioEngine. You do have to have an outlet nearby, but self amplified speakers can resolve frequency response issues that are difficult for regular bookshelf speakers to overcome.