Okay, headroom as a term has a meaning for audio, if not a couple, but yours isn't quite it
Yours would be simply room for improvement or upgraditis etc.
Some would use the term headroom in determining how much more amp power beyond a certain nominal level to allow for peaks and still avoid clipping the amp. The THX standard you can calibrate your avr to is along those lines, at reference level ("0" using the reference volume scale), it allows for an approximate average level of 85dB and for 20dB peaks (plus 10dB higher for LFE channel). Whether with your speakers in your room at the distances you are from them along with their sensitivity would determine that....or if you would even find that a comfortable level and don't need to plan for that much power. Some speakers won't even do well that loud.
You can use an spl calculator to approximate with your speakers what those needs are....and with Klipsch speakers you might shave 4-5 dB off their rating as they state it a bit differently than many. Try this one
http://myhometheater.homestead.com/splcalculator.html to get an idea what kind of power you're using now for example.
If you want different sound qualities from the speakers then you might try changing speakers or in your case to me your subs are more in need of improvement. Your room is a big influence so before changing things out maximize placement and room treatment, those can affect sound quality quite a bit. Electronics not so much for SQ improvements unless you're looking for specific dsp/room eq type differences. You have a decent avr and has the option via pre-outs to be flexible with external amps....I've gone that route back and forth a few times and at my current listening levels my avrs alone are just fine (similar to yours, a 4520), but am trying to be nicer to my ears these days than I used to.
Altho recently I had some power amps laying around doing nothing, and either was I, so hooked 'em back up in the big room, then even tried a different pair after a transformer in the first pair started getting noisy....nah, still no difference (well, before the transformer noise) other than more meters/lights moving around
.
Sometimes ya just gotta scratch the amp itch. Many of us have. Just plan upgrades out and make 'em count as much as possible for your $.
Oh and subs need not match "timbre" as that's not really a thing....but sometimes those shiny copper cones are all some want to match....
