More power for better sound at low volumes?

I tried filling my listening room with a gas to see if it made any difference, but I passed out before I got to hear anything.

Bad beans I think. With some discrimination as well as expert advise I'd imagine you could do better. :-)

I would think your amp's input sensitivity and your speakers' sensitivity are the main factors. Also I think the noise floor and distortion figures are a contributing factor in that the lower they are, the higher the volume you can comfortably tolerate, therefore perceived loudness will be less. So i find some of these responses a bit skewed. Ssglx's point is well taken. The smaller the amp, the more relevant the parameters I just mentioned will be. This has been my experience.

I would expect those Martin Logan's and and any good electrostat to sound pretty good on the grand scale compared to other speaker types at low volume. Same with Maggies/planars. Traditional cone designs can sound as good at low volume or even better (Example the Triangles I own) but are more hit or miss in general.

Not true, electrostatics do not usually sound good a low levels, quite the contrary. Low efficient speakers with high output amps are what you are seeking.