I cant say Ive compared them side by side with the Infinity, but the KLH speakers are alright for the market segment they meant for (partying, rocking out, etc). You might also want to look at Cerwin Vega.
I'm not familiar with KLH but Cerwin Vegas are notorious party speakers, loud and cheap, and you can find them in many a frat house precisely for that reason. Not exactly designed for classical, jazz, or otherwise non-thrashy, non boom-boom-boom music that requires solid mids and natural highs.
Why not keep your Infinitys and invest in a good Hsu or SVS sub instead? That way you can set the 250s to "small" and let the sub take care of the low end. The Infinitys will probably do the mids and highs better than your typical party speaker.