Not your everyday bookshelf speaker?

Do you have a budget in mind? Will you be running a subwoofer?
How big is your room? Will they be on dedicated stands? Music preferences ?
This might help the knowledgable folks here narrow in on appropriate speaker suggestions.
Todd
Two small companies that make each speaker to order and have dedicated
Happy customers are Selah Audio, and Salk Audio. You can check their websites or check them out on AudioCircle website.

GR Research has some fantastic book shelf speakers. Epos also makes some excellent ones as well.

Shelby + Kroll Nano Monitors. they're rated at 6 ohms but according to Tim Kroll They're ruler flat to 10k hz and then drop to 4 ohms and are very easy to drive. They also happen to sound gerat

Speakers from Selah Audio.

I agree with Martykl on this one. You're using a mass market device primarily designed to provide mp3 tunes throughout your house via a low cost class D amp with no listed 4-ohm rating, and are looking for audiophile results.

As mentioned before, bookshelf speakers are not the place to look for better bass and higher efficiency. The smaller cabinet means less bass, and the midrange to treble frequency range is padded down several dB so there is some audible bass. Ported floorstanders are more sensitive because the bass is nearly as sensitive as the midrange. Even if you fix all that, however, I suspect you'll still find anything powered by the Sonos to be a bit edgy in the midrange and thin in the bass. I saw nothing in the specs to indicate that it has the high current or damping factor required to get good bass out of a dynamic speaker, let alone a bookshelf.

As Martykl said, use the Sonos's pre-outs to powered speakers or to a better high current power amp or you'll be chasing your tail on this as long as you keep the Sonos amp section in the signal chain.