Several speakers have tweeter attenuators, among them the Magnepan 3.6s. With some speakers you can bi-amp, and then you can put small resistors in-line with the tweeter section.
Also, for 'loud' listening sessions maybe just put a washcloth or sound absorbing foam in front of your tweeter! Of course that wouldn't work on these:
http://forum.audiogon.com/cgi-bin/fr.pl?vstrt&1187479190&read&keyw&zzinfinity%20series%205
It is actually really easy to dampen high frequency noise.
You could even just use cables that tame brightness. Lots of cables can do that.