Not your everyday bookshelf speaker?

Speakers from Selah Audio.

I agree with Martykl on this one. You're using a mass market device primarily designed to provide mp3 tunes throughout your house via a low cost class D amp with no listed 4-ohm rating, and are looking for audiophile results.

As mentioned before, bookshelf speakers are not the place to look for better bass and higher efficiency. The smaller cabinet means less bass, and the midrange to treble frequency range is padded down several dB so there is some audible bass. Ported floorstanders are more sensitive because the bass is nearly as sensitive as the midrange. Even if you fix all that, however, I suspect you'll still find anything powered by the Sonos to be a bit edgy in the midrange and thin in the bass. I saw nothing in the specs to indicate that it has the high current or damping factor required to get good bass out of a dynamic speaker, let alone a bookshelf.

As Martykl said, use the Sonos's pre-outs to powered speakers or to a better high current power amp or you'll be chasing your tail on this as long as you keep the Sonos amp section in the signal chain.

AVI 9

http://www.thedigitalmusicexperts.com/TDME/AVI_ADM9_USB.html

Active, built in dac, nice.

One thing I would recommend is that you find a speaker that does not try to reach too deep into the bass (ie needs a sharp cutoff after 50-60 Hz). Once you hear a satellite/sub combo or a good three way speaker with steep crossovers from bass to midrange, you will almost always feel that the midbass is 'muddy' on most two way speakers. The sound dissatisfaction in that type of sound outweighs the false satisfaction you get from a speaker that may sound a little fuller initially.

Lipinski 505 or 707's used in professional studio's. Love the 707's I have. Better than the Klipsch's, Linn's, Wilson's, and all others I've owned.