This is one of the reasons the Sensitivity specification is so important. Its not uncommon for high end speakers to have a Sensitivity in the mid 80's, while a decent set of lower end speakers like the polk monitors sits around 90 or 91db. A 6db change in sensitivity means those high end speakers need 4 times the power just to play at the same volume. So now on top of the cost of the high end speakers you need an external amp in addition to your reciever.
So true, and it's easy to overlook. Not to mention an lot o $$ audiophile speakers present a low impedance load which will shut down a mid level receiver if played loud enough.
I'm a big believer in high sensitivity speakers. My mains are around 112db/w/m in the midrange which is a bit silly, but anything over about 95db/w/m is a good starting point, but these type of speakers can get $$ and they are large.