Is it hard on my amp to be driving 4 ohm speakers?

I'm a poor audiophile. My gear is very old. I have a Sugden A 28 amp and Epi M201 speakers. The speakers have a switch on the back that only gives you the choice between 4 and 16 ohms. The amp is class A, so it runs hot to begin with. The speakers don't seem to be very efficient, requiring lots of volume for best sound. I've searched for info on my amp with no luck. I'm guessing it's around 35 wpc into 8 ohms. AND I'm also assuming it would be a bad idea for the amp to set the speakers at 16 ohm. Am I right? Is my amp designed to handle driving 4 ohm speakers at high volume?
No, that is not necessarily true; it is quite likely that the amp will put out as much or more power at 16 ohms. SS amps TRY to double their output every time the impedance is halved so the Sugden will struggle more with the 4 ohm load than higher ones as it does not have the power supply etc to double its power. Try setting the speaker at 16 ohms and listen beginning at low volume.
The Sugden is about 20wpc, but a strong 20. They can struggle with a 4 ohm load and will not likely play very loud with the easiest of loads. Try the 16 ohm setting but don't expect to rock the place. The Sudgen was made quality, not quantity.
Thank you both for your help. I'll try the 16 ohm setting and go with it.
I would listen to whatever setting sounds better. It's hard to predict what that will be, especially without knowing what circuit gymnastics are involved on making the 4/16 switch.

If you want to baby the amp above all, try measuring the heat sink temp after extended playing at each setting. I believe this uses a simple bias scheme not unlike Krell's sustained plateau bias, so it will run somewhat hotter at high volume by design.
the speakers set at 16 ohms will be easier on the amp than the 4 ohm setting. If you want to play LOUD, use the 16 ohm setting. The amp will be in a safer region than trying to play loud into a 4 ohm load.
Lower impedance is closer to a dead short. higher is a little more resistance. For your needs (your amp runs hot anyway), higher is better.
Auxetophone - yes, you're right - I do want to baby my amp most of all.
Elizabeth - yes, I must play the music loud enough to make the speakers talk with all their glory.
Thank you both and I'll do it at 16 ohm. And I may also get a smaller, 8 ohm pair of speakers some time!
Probably I wasn't clear. You will have to turn the volume higher into 16 ohms to get the volume you want, since more voltage will be required. Your model of amp's bias doubles at some volume level or another - it's not a typical class A design in that respect. Put the two together and this MIGHT mean that your amp works much harder (twice the idle current) into 16 ohms at your listening level. If you care, you can check the temperature after playing loudly for a while at each setting. If you don't care, play it by ear.
Yes, you're right. I have tried 16 ohms and not only do I have to turn the volume higher, but the music sounds muffled. At the 4 ohm setting the sound is clearer and louder. I'll just have to leave the speakers at 4 ohm until I eventually get a smaller, more efficient pair of 8 ohm speakers.