You get more power with 4 ohm speakers simply because they require more current from the receiver. That does not mean that 4 ohm speakers necessarily play louder. If a 4 ohm and an 8 ohm speaker both have the same sensitivity, then the only difference is that the 4 ohm requires more power. The loudness will be the same.
If the 4 ohm speakers were rated using the standard measurement then you have to subtract 3 dB from their stated sensitivity to arrive at the same number of an 8 ohm speaker.
Long story short is that you don't 'run' speakers at 4 ohms or any other number - they are what they are. Don't buy a speaker just because it is 4 ohms, buy one that you like the sound of and if it just happens to be 4 ohm then get an amp or receiver that can handle it.
Just a friendly reminder, I am sure you know P=I^2R (assume pure resistive load for now). As you said, a 4 ohm load will draw twice as much current as an 8 ohm load hence twice the power because 2X2(I^2)X0.5 (4ohms/8ohms)=2. However, that's assuming the applied voltage is the same. That does not mean a 4 ohm speaker needs twice the power to sound as loud as an 8 ohm speaker.
In the example you used, the 4 ohm speaker and 8 ohm speakers have the same sensitivity, say both are 90 dB/Watt at 1 meter. By definition, both speaker will give you 90 dB for each watt you feed them. In this case, the 4 ohm speaker will draw more power only if you want it to sound louder than the 8 ohm speaker. For them to sound equally loud, both should draw the same power. The 4 ohm speaker will draw 1.414 (sq.root 2) or 41.4% higher current, but same power. In other words, you won't get twice the current because the applied voltage you need for the 4 ohm speaker to produce the same 90 dB SPL will be reduced.
