Since you already know that you will be using a 40wpc amp in a decently sized room, you should look for speakers that will allow you to play your music at the levels you want with that amount of power. Generally, this means you will be looking at a speaker that is reasonably efficient. However, small monitors don't tend to be very efficient due to the laws of physics. However, there are some exceptions, such as the single driver speakers mentioned above.
If you can look at slightly larger stand mount speakers, you may be able to find increased efficiency along with deeper bass response that will fill your room. The Wharfedale Lintons are an example of this (although at a lower price point).
Good luck and have fun!