$300-400 really isn't much for a system that allows bullets to pass by your ears. That might be your starting price for a computer based system where you sit a few feet from the front speakers that are place a couple of feet apart. In a room the size of any average bedroom $300-400 is about what most if us would suggest you spend just for the receiver. Another $300-400 for the speakers and another for the sub and you'd have a beginning system that can do what you ask. Given the lack of replies to your post I would say most of us don't have anything to suggest in your price range.
Why not go down to a shop and give a listen to what they have to offer? If you have a better audio store than BestBuy, try them first. And forget most of what you know about car audio - it has rules that do not apply to home systems.
You can blow up anything playing it too loud Domenico. Nothing in your price range is going to make the sheets blow in the wind..sorry. Both Hsu and SV used to make small packages that made considerable noise but at a higher cost that what you are looking to pay...I think perhaps Outlaw does as well...check their websites. Other than those I would recommend you do as Jan suggested and go out and listen.
If you are limited to Best Buy and Fry's for audio - WalMart does not carry audio, just boxes pretending to be audio - and you want everything loud, tell the salesperson that's the most important thing to you. You want speakers with a high sensitivity - though most Best Buy and Fry's salespeople will understand if you tell them you want highly efficient speakers. They should take you to some Klipsch, possibly a JBL or Infinity any of which will play louder than anything else in your price range. If you can't afford the speakers I mentioned, then just keep asking for the most efficient speakers they sell in your price range. I would begin with just two front speakers (and possibly a center speaker) and add the rears when your budget has grown. Ask the salesperson to explain how to set up the receiver for however many speakers you buy at the time. Do this on a weekday afternoon and not a busy Saturday or Sunday.
$300-400 just isn't that much for decent home speakers. But, if you sacrifice the efficiency of the speakers, you risk blowing up anything that doesn't play as loud with equal wattage. You'll need to decide whether you want loud or not and whether you're willing to pay for it. Don't waste your money on BS speakers with a crappy subwoofer that doesn't play worth a sh!t. You will only blow this stuff up by trying to play too loud. Either decide to raise your budget or decide to not play everything loud.