Horn speakers have a greater dynamic range than any other type, not only on the loud end, but also the soft end. Elizabeth's suggestion of the electrostats is the next best choice for soft dynamics.
Dynamics at lower volumes?
Assuming appropriate source material, what technical characteristics of speakers/amps contribute to good dynamics at low to moderate volume levels? Are there are any speaker or amp designs that are thought to generally be inherently better at producing good dynamics at lower volumes?