I am not completely sure that I understand your question. If I understand you right, no, the volume doesn't have to match. When you raise the speaker level, you are pretty much just raising the volume on that one speaker. It is irrelevant what you set the master volume on.
If you set all speakers to +10, wouldn't that lead the receiver to clip at a lower volume, since more power is needed at 0dB than if you had them all set to 0?
Yes, you are correct, but unless you know exactly what volume you can set the receiver to when it clips, then it won't do you any good. Just set your speakers to the levels that you like and be done with it. Depending on which receiver/speakers you have, you likely would go deaf before the receiver clipped anyway. Unless you have a severly underpowerd receiver or 4 ohm ineffieient speakers, your receiver should be able to get pretty loud...much louder than you would ever listen to it at...before it starts clipping.
Yeah you're right, I'm just being overprotective with my new equipment, anything over -5dB tends to fatigue after a couple of minutes.
I do like to push it to the max for certain things, like 2 Fast 2 Furious when the guy is revving the Hemi Cuda, it sounds so sweet shaking the house. But really that's only driving half the channels and it's not a heavy load, I think I'll go even higher and see, not like it will hurt anything if its just for a few seconds.