Denis, you need to understand that the higher the ohms number rating of a speaker, the EASIER a load it is for the amp. So a set of speakers rated at 8 ohms nominal will be easier for your receiver to drive than the stock 4 ohm speakers. In other words if it can drive 4 ohm speakers, it can always drive 8 ohm speakers.
Of course a speaker's sensitivity rating factors in too, and relates to how loud a speaker will play at a given distance and input wattage, but for the purpose of determining if a set of speakers will work safely with your amp, impedance rating is more important. 8 ohm speakers are actually much more common than 4.
I've never heard the Axioms but I'm quite sure they'll be a big step up in quality from the stock speakers with that setup. And as another poster said, they're one of many good ID brands, meaning Internet Direct -- you can't buy them in stores, only from the manufacturer's web site. These forums are full of debates about the merits of ID brands (I'm personally a big fan) vs. BM (brick & mortar) but whatever the B&M proponents say, you will generally find outstanding products at amazing prices with excellent customer service from most of your good ID brands. Also almost all of them offer 30-day in home trials. All you lose is shipping if you return them.
But I will say that much as you're attached to that Onkyo unit, you're cheating a good set of speakers by using it to drive them. Any decent speakers will sound better with a better, higher powered receiver (i.e., one that doesn't have a DVD player built in). You're already considering buying an amp and/or a set of new speakers, so why not research good inexpensive receivers while you're at it? You really can get a big step up in quality over that Onkyo unit for $200 or less. Look at the Panasonic digital receivers, or check jr.com and other sites for refurbs. You can get great deals that way. Then you just pick up any cheapo DVD player for like $60 - $80 (or even hook up your favorite game system to it that plays DVDs), plus a little roll of 12 or 14 or at least 16 gauge oxygen free copper speaker wire from parts express dot com (silly a$$ forum censoring web sites!) or Home Depot (I'm sure the wires included with the Onkyo are too thin) and you're all set.
And trust me, your headphones will sound at least as good with a new receiver as they do on the all-in-one unit.
One last thing. Please do not give any business to Bose. You need to search this forum and others for the word "Bose" before you waste a dime on any of their products. (Or just google the phrase "Bose sucks" and see how much fun you can have.
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As for listening to speakers in showrooms, yes, go do it -- but remember, they will probably never sound as good on your low powered receiver as they will in a store powered by something decent. Just something to keep in mind.
Do have fun then.