You might take a look at Mirage speakers. I haven't heard them personally. Also check out Anthony Gallo speakers. Very unique, small, the ones I heard sounded very good. Some like the unique look, some don't. As you stated it's physics small "cube" speakers can only go so low and as Wooch pointed out you want your speakers to reach the range where they blend with the sub. If not, you end up with a frequency gap.

Are you going to be able to put wall speakers at ear level and where the speaker needs to be for 5.1? Good companies are making them now and there could be some good ones out there but you will have no placement versatility once installed.

If it was me and you weren't going to upgrade the receiver right away I'd stick with component for the video. Why mess with HDMI just for video? Of course, if you don't have either I'd buy HDMI in order not to have to buy them in the future and have component cables just thrown aside.