Ideally, yes. Speakers with a 4 Ohm nominal impedance will draw more power from the amplifier than an 8 Ohm speaker thus make the most of the limited amplifier power available - but speaker sensitivity/efficiency is a different issue.
Speaker sensitivity is how loud the speaker will play for a given power input. Best go for a speaker with as high an efficiency figure as possible but this may not always be the best speaker for your circumstances (i.e. audio tastes, room size, partnering equipment etc). Ironically, some really huge speakers tend to be very efficient but small, high efficiency speakers are uncommon. The only one I know of is this one:
JBL CONTROL 1Black Speakers Per Pair
It's not 4 Ohms unfortunately but it is sensitive/efficient and will play to reasonable levels with the Onkyo. I can't comment on whether the JBL will match your audio quality preferences though.
One reason why the JBL Control 1 is efficient is because it does not have an extended bass but then that shouldn't be an issue for you as you intend to purchase a sub anyway. In terms of subwoofers, BK Electronics' products are very popular on this forum. They have a range to suit room sizes, budget and personal preferences.
I'm afraid your current Onkyo receiver is forcing you to purchase a certain type of speaker that may not be the best one should you upgrade in the future. I think you know what I'm getting at here.