I like a bit of power available, even on horns. I use triodes exclusively and my amps have only one stage of gain. I don't use all the power that my amps have, but since their distortion drops to very low levels (unmeasurable) at normal listening levels, the result is a very relaxed presentation with lots of authority and detail.
If you are running SETs, the key to real success is to make sure you are running a speaker that has enough efficiency such that the amp never makes more than about 20% of full power. In that way the distortion will also fall to unmeasurable levels and that's when that great inner detail emerges. With most SETs, to do this means that horns are pretty much the only game in town.
I've had good success getting them to work in smaller rooms no worries.