I just bought a pair of Warfdale diamond 9.5 speakers to pair with my Onkyo SR608 amp. The output of the speakers is not at all comparable to what I heard at the showroom.
The AVR used in auditioning was not Onkyo 608. Also, in the a different showroom the volume of SR608 at 41 (speakers auditioned Jamo, Klipsh, Elac) at 41 level was filling the entire hall. In my room (smaller) it fills up after the volume is around 60 levels.
Seriously, what do you expect??? You cant compare one speaker to another and expect the same output

. Moreover you used a different amplifier & more importantly different acoustic environments now. Dont bother trying to buy some expensive cables, this makes very little difference. Unless you are using completely useless cables or running very long lengths (longer the length - a better guage is required). You should do fine with
stuff like this. If you listen to someone who is totally engrossed into stuff, at some point in time, they tend to loose sense of reality & recommend whatever possible and what he thinks matters.
The stuff that matters most & can be easily heard is - speakers (Which you have experienced I believe

). Second is room acoustics. Third is amplifier (Not much of a difference if driven with an appropriate one, in and around same price range). Far behind all these are cables, and plugs which almost make no difference!! Read the audio critic online! Blind tests have caught such myths pants down. Don't get sucked in by such stuff.
If you want a *loud* speaker, then you should consider one loaded with a horn driver

. Moreover why are you complaining? You can safely push your amplifier from 40 to 80. Which is increase in 40 dB, 4 times louder than at 40, which happens to be very loud.
My guess is, nothing is wrong with your amp or the loudness levels! At 40 I dont know how much can it really *fill your room* 
This must be about 40 dB from reference levels - ~60dB. Plus acoustics are different.
What you should check is if all connections are done right. Then check if you have run Audyssey like someone mentioned. This makes significant difference to sound, it sets acoustics right to some extent.
Do note, loudness is highly depended on source material. Some source are recorded at 10-20 dB below some other source. Hence at same volume different materials can be loud to different levels!! One recorded cd can have one sound level and another cd a totally different level.
Also like Kittu had mentioned, the source itself could be of poor quality! Anything above 192 kbps most ears wont notice, some will claim they notice even if they cant.
very true. they are Breaking-In and would improve considerably after some period.
There is no such thing as speaker break in. This is a complete myth running all over this industry. Even some reputed manufacturers claim speaker break in. Read the Audio Critic online, highly reliable source.
If your speaker dosent sound good on day one it wont sound good after 30 days or even 60. what could happen thou is, your ears get used to the speakers, which is very very common. Until you compare side by side to another better one, which changes things in an instant
Moreover while buying a setup always play speaker+AVR combo to get an idea because the effect is diff in diff combo
The only reason why they seem to sound different is not because AVR's have a signature, but because it is the speakers which is driving the amp. By this I mean, some speakers require more current/power than some other speakers. Some speakers suck in power at the low bass frequencies. Hence it seems like AVR's have a signature. Truth is, when u buy an AVR, manufacturers compromise quality and sell them with more features and you get the likes of 1911 & 608. But, while this works for some speakers, when it comes to some other speakers which require more power, they wont have the capacity to drive them, & you would need to *power them better*. And hence the AVR's seem to sound different. Analyzing the speaker measurements can tell you if they require a better amp or not even before you connect and listen!
