In the case of dynamic (box-type) speakers, as a general rule of thumb small physical size, deep bass extension, and efficiency trade off against one another. So among the kind of small "bookshelf" speakers you are interested in more efficient speakers will tend to have less deep bass extension than less efficient speakers. There are many exceptions, of course, but as I say that set of tradeoffs can be considered to be a general rule of thumb.
And regarding deep bass extension, especially in the case of smaller speakers, some users will prefer to augment that with powered subwoofers, while some will not due to space or other considerations.
Other tradeoffs are also involved, of course. Larger cabinets tend to cost more than smaller cabinets, everything else being equal. The impedance characteristics of a speaker can affect drive difficulty as much or more than efficiency or sensitivity. (If Stereophile has reviewed a speaker that is under consideration the measurements section of the review will be very informative in that regard). Amplifiers tend to sound better when driving high impedances than when driving low impedances. For a given level of amplifier quality, and within a given class of operation (A, AB, or D) higher powered amplifiers tend to cost more than lower powered amplifiers. So within a given class of operation a greater percentage of the dollars one chooses to invest in an amplifier will tend to go toward quality rather than toward watts if high efficiency speakers are used.
And of course how all of these factors are addressed comes down to individual preference and budget. Personally I prefer relatively large floor-standing speakers having relatively high efficiency and benign impedance characteristics, which therefore are very versatile with respect to amplification. But the opposite approach works well for many others.
Good luck. Regards,
-- Al
