You are looking for something that sounds good at most volume levels. That is one of the major strengths of horn systems. But, it is also the strength of other types of speakers like the backloaded horn full range driver system like those from Charney Audio. I like their Companion models. I heard, and liked this model with a Voxativ and an AER driver (I liked the AER a little more).
AsI mentioned above, find a high efficiency speaker, horn or otherwise, that you like, and then consider getting a low-powered tube amp. The amp is also very important to great sound at low listening levels. Most solid state amps need to be played at a higher volume levels to sound lively.